Some of mine will wait a week after the blue phase before shedding. It seems like they decide to shed as soon as I stop expecting them to.

The pieces of skin could mean one of two things: it could be merely little bits getting scraped off as your snake moves about the enclosure, which is fine, as the skin is quite fragile at this stage. Or it could mean your snake is beginning to shed but can't because the enclosure is WAY too dry.

Hydrolicious brings up a good point, be sure your hygrometer is digital!