I've had trouble with getting tegu sheds off as well. It gets incredibly dry in my house during the winter (like 10% humidity) and his last shed before he hibernates is always tough. I don't recommend just soaking, that can take oils they need out of their skin. You can soak them and then apply oil to the needed areas though. Some things I recommend are upping the humidity, adding a humid hide, applying coconut oil to the needed areas, and dampening the substrate.

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