Non-fluidised, dry granular mass flows are obtained with rock fragments located on a rough rotating disk. In these flows that develop a quasi-rigid upper layer and a basal layer of colliding particles, dense clasts sink whereas light ones rise when surrounded by particles with intermediate density. Our experiments demonstrate that the presence of a quasi-rigid upper layer in granular mass flows does not prevent vertical segregation and that the formation of coarse-tail grading in pyroclastic flows does not require fluidising gases. High-speed videos reveal that vertical segregation in granular mass flow of rock fragments is generated by inertia differences between segregating clasts and matrix when they are both pushed upward by collisions with the basal layer. Coarse-tail grading occurs because the average segregation velocity of smaller clasts is smaller than that of larger clasts.