Here are a couple things that worked for me.

My newest BP had bad retained head shed and both eyecaps. I soaked him in tepid water for 15 minutes, don't leave them alone when you soak. Then I took a wet washcloth and gently rubbed over the eye, front to back, till the cap loosened and came off. Took about 2 minutes one side, about a minute the other.

Another thing you can do is just leave it till next shed, it should be okay. After the eyes clear from being in blue, dab a drop of mineral oil on the retained caps. They should come right off with the shed.