I saw a thread somewhere on here about soaking. Some people recommend using a tupperware container lined with damp paper towels. Leave him in there for some time, and when he comes out the stuck shed should come off.
I have had this shed aid stuff for a while now. I'm sure it's useless, but it has aloe in it. If my bp has a stuck shed, I spray that on her and the stuff just peels right off with no resistance.
As long as your humidity is up in the 60-70% range and your enclosure has plenty of things to rub on, you should be all set.