No harm is done with a set of stuck eye caps. Just make sure your humidity levels are good and let them come off with the next shed.
No need to try to remove them, it's not worth the stress to the animal or worth the risk of hurting his eyes. Just let the problem fix itself with the next shed.
If your humidity levels are good the next shed should be one big peice and you'll be able to verifiy that the caps came off.