Let him move inside the pillow case so he will rub off the dead skin. The most important thing is to check for retained eye caps. Check his eyes and see if there's no dead skin in the eyes (they also shed their eye caps). A good shed is like a sock inside out, you should have a skin of a whole snake including the eye caps.
If there's no retained eye caps, you can just help him by peeling the dead skin yourself but if he retained it, put him inside the pillow case again.