I don't believe that they do. Reptiles shed because their scales cannot "grow" like skin can. Therefore, they have two layers of scales: the outer which is "in-use" and the inner which they develop to replace the outer as they grow and shed.
Scaleless reptiles shouldn't need to shed, because they don't have any scales to restrict their skin's growth.
This is as long as scaleless snake = no genes for scales are active. I don't know how it would work if they somehow switched off the outer-epidermal scale layer and left the softer-inner layer on.