There is no in-universe explanation about how he survived or is he an alien. However, the reason why David Cross plays the same role in both movies because the director Barry Sonnenfeld liked this.
From Tastes like Chicken's: "DAVID CROSS interview by darby o'gill" (taken from this answer on Sci-Fi)
d: I also noticed that you're going to be in Men In Black 2 this summer. Please don't take this the wrong way, but didn't you die in the first Men In Black?
D: YEAH! That was ####ng’ weird! The director really liked me, and he wanted me to be in this movie. Just like the first one, it was another small part. We were on the set shooting the first scene. I think we had shot it twice, when he came over in the middle of shooting, and he says, "What if you're the same guy, from the last movie?" I was like, “How would that work?” He just wrote some lines down, and says, "Say this, 'You don't remember me? I was the guy you slimed.'" And that was that.
However, this quote doesn't appear in second movie.
But in-universe, he really didn't die. He was stuck on the roof with some alien waste and had a really strange look on his face.