How to clean this Helmet?
I'd run it under a cold shower if the lint roller suggested in the comments (or not too sticky tape) didn't work. A helmet that can't take a cold shower can't take rain and is therefore useless unless you live in a desert (which Sweden, where it apparently comes from, isn't renowned for). 

One further thing to try is a vacuum cleaner with a soft brush attachment. Ideally you'd use reduced power or open a vent hole so you don't suck too hard.