My PG son skipped two grades and was also on the small side. He periodically became anxious about his size and needed his doctor to reassure him that his height was within the normal range from time to time.
My grade-skipped DD with an end-of-August birthday (so ~1.5 years younger than her classmates) goes through this too. I think it's perfectly understandable in kids who spend their days with older kids.
We serendipitously discovered that a good cure for the problem is to send her off with a group of kids who are her age for an afternoon. In our case, she was invited to a birthday party for a boy in the class a year behind hers. It gave her a good group to compare herself with.