Interesting detail I noticed: The Jelliens in most of the game have a somewhat uniform eye appearance, being big and round. But during the Salty Spittoon segment, when Dennis shows up, his sunglasses seem to be smaller than the eyes of the Jelliens in the rest of the game - despite this, his eyes aren't visible behind them.
I haven't gotten further than that, so I don't know if this theory is contradicted later in the game, but from how it appears, Dennis might not be a Jellien. Perhaps he's working for them as a bounty hunter in exchange for his own life? I'm not sure - it's not a lot of evidence for the theory, but it's interesting to think about.
EDIT: Yep, I was right.