I leave one in my ball python's enclosure all the time. She's albino so it can be tricky to tell when she's going into shed, and it gives me peace of mind knowing she always has access to it if she wants it.
Now, my hognose loves his humid box a bit too much and would spend all his time in there despite having appropriate humidity in his tank, so to avoid any health issues I only put his in as soon as I notice he's going in shed. I usually play it safe and put it in as soon as I notice his colors dulling a bit instead of waiting to be sure he's in blue. I doubt that would be a problem for a ball python, but I figure the earlier you can get it in there, the better!