I have had good success removing the bit of shed you're talking about by holding the snake on a towel with a wet corner. Hold the moistened corner of the towel around the tip of the tail for 2 or 3 minutes, then with the damp towel use gentle pressure and roll your fingers / slide the towel toward the tip of the tail repeatedly.
The motion and resulting effect should be similar to rolling off a condom. Only example that really fits. The skin will actually roll off if it's moist enough.