I did this just a few days ago. not because it was necessary, but just for the experience.

I knew Snakey was just about to shed and I was holding him and he started to get really dusty looking and his skin started to separated in a few places. so, I grabbed a spare piece of repti-carpet I had and held him in that. The skin had separated on his neck so I opened it up and helped him. He was OK with me helping with everything except on his head. While I was helping, he kept nose-diving into the repti-carpet and eventually separated the skin at the front and finished off his head while I helped him with his body. When he was done I put him up and he went right back to his regular routine.

It was a cool experience but I doubt I'll make a habit of it. I did find one good thing about helping is that you can catch stray bits and pick them off before they dry up and stick.