No, it's not unhealthy. As Kymberli explained, it make make it a little more difficult to pull the old skin off, but the snake will manage just fine. Also, because snakes have a clear scale over each eye, their vision becomes cloudy during a shed. This can put some snakes in a bad mood and they won't want to feed. It's some what individual though. Some snakes are hogs and wouldn't miss a meal for an apocalypse. lol Others would prefer to wait until they're out of their old skin. If your Milk is normally a good feeder, it won't hurt to offer him/ her a meal during a shed.