What does "crust of a rhinoceros" mean?

I've been reading Thank You, Jeeves by PG Wodehouse and couldn't understand what he meant by "The man must have the crust of a rhinoceros".

Crust in English slang means impertinence, according to Collins English Dictionary. You have to scroll quite far down to find this meaning.

YourDictionary.com gives the slang meaning as

5.Slang audacity; insolence; gall

In my comment, I said that crust of a rhino probably meant a thick hide that was impervious to subtlety or nuance; that one would have to hit him over the head with a two by four to even get his attention.

This is consistent with the dictionary definitions above, but with a slightly different emphasis. Someone with the crust of a rhino has a lot of gall, and is oblivious of how offensive he is, or simply does not give a damn what other people think.