The Exercise Dude only appeared in Waking Nightmare.
He was a trap that Billy tried to wake up Mandy. He really loves cake. Grim tried to make him leave by making one. Exercise Dude was mad when Grim ran with his cake. After stealing a guy's bike and meeting Grim at the dock he fell off into the water with the cake. He was never seen again. Which made Grim's plan work.
That cake had sugar,butter,milk chocolate,fresh strawberries,and lemon.
Exercise Dude's appearance is based on Richard Simmons.