This is how I do it - I use snake bags (you can use a pillowcase, preferably an inexpensive one with low thread count, the tightly woven ones allow for very little airflow when wet) I get it wet with hot water, then lightly ring it out so it's fairly damp still, but not with water dripping off. As I unfold it and open it up, it cools. I ALWAYS check and make sure it's not still overly warm or hot to the touch (barely warm is good) before I put the snake in. Close off the top by tying it shut or using a string (make sure you can easily loosen it later) I have a UTH or back heat heat tape, depending on the set-up (display tank or racks) Check your hot spot. If it's at the temp it should be (low 90s-ish) you should be good, if you are concerned, place the snake just outside of the hot spot, but not too far away where the wet bag will get cold. I put mine as close to the hot spot as possible. You can check on it every 10 - 15 mins if you'd like, check the bag with the thermometer, or to make sure it's doing okay and see if it has the shed off. I leave mine alone for at least 45 mins or so. So far, it has taken all the stuck shed off with no problemsClean, shiny, happy snake when I take it out of the bag!
Hope this helps!