I found the alien here somewhat similar to the one in John Campbell's "Who Goes There?". But alien visitor to earth in this story is benign - at least relatively.
I wonder if the title was inspired by the Baldies in a series of Henry Kuttner/C L Moore stories? (Those stories were a reaction to Hitler's brand of racism.)
Story summary.The strange alien died soon after the human narrator found him in bad shape after a shipwreck - in 1850s. He was properly buried. But something still lived...
Fact sheet.First published: 365tomorrows, 3 January 2009.
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Related: First contact stories (incomplete annotated list).