Yeah, I would. Even here in the bp faq it says it's nothing to worry about really unless it lasts through a couple sheds. I personally wouldnt worry too much until his next shed then if it doesnt come of I'd at least call a vet.

6. How do I remove eyecaps that have remained after a shed?

The wisest course is to simply leave them alone. Some people advocate a bit of scotch tape or a Q-tip to remove them, but it is far too easy to damage the delicate eye. Most likely, the snake himself will rub them off within a few days of the shed. And if not, they will come off in the next shed. Eyecaps that have remained through multiple sheds should be attended by a vet.