What kind of heating are you using and where is it placed in the enclosure? If it belly heat what i do right before they shed is pour 1/4 cup of water right on the heater and it raises the humidity for about a week. And they shed perfectly. I use shredded aspen so it only holds the extra moisture for a week and by the time he is done shedding the cage is back to normal opperations.
Unless it is super durty or dehydrated there is no reason to give a ball python a bath.