Sounds like your humidity is probably too low. If you can get some sphagnum moss, or even wet paper towels and put them in his hide that should be enough to get the shed off. If not, you can wet a paper towel and let him crawl through it while holding him and applying just a little pressure. Those usually work to get patches of shed off.
I'd try the humid hide idea first though since he's new and you don't want to stress him too much right off the bat.
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