Plus, I'd assume that giving a "lone wolf" player some personal solo quest during the group game will only encourage him to split from the group
more often. From the sound of it, your player definitely sounds like the type that would do that.
I love it though when a PC won't join in the fun with the tavern scenarios and goes off to their room instead (usually cause the PC doesn't drink and is generally a bore). Then something cool & interesting happens in the tavern (sometimes relating directly to their quest) and the player sits there squirming in his seat because he wishes he could be involved but knows his PC has no reason to suddenly leave his room.
The one thing our group has found that works wonders for "Lone Wolf" situations is some kind of "Party Telepathy", whether by spell, magic item, or hi-tech earphones.
That way the party can spread out, each PC doing "their thing" when it comes to social encounters - the bard off to the taverns, the fighter to smithies, the cleric to the temples, the wizard to the library, etc. The DM can then throw tailored encounter at each PC, and the other PCs are not totally left out, but can participate with advice, encouragement, clues - or ribbing and joking if you like. If you've seen Robert Redford's breaking and entering in the movie Sneakers, then you know what I mean.
This also takes care of the "Face" problem; each player is always by necessity primary on their encounter, and have final say in what more or less helpful advice to implement.
So, if one player wants to gather information by knocking heads in low dives, while another sits in the temple, meditating and consulting the local spirits, then this allows it. And if one or the other activity turns sour and urgent help is needed; well, then it's fun to dig out the map and see how far off that help is, and see how long you can stall, barricade yourself, or otherwise hold out...
