Lol, Jeanne, it's not just you. I obsessed about it, too, until my adult female lost hers (my cat managed to make it's way to the top of the tank and totally freaked the poor little thing out). I've found, however, that, unless they think they're in dire straits, they won't drop them. I've had to be pretty quick with my little ones at times, even have inadvertantly grabbed their tails at certain points, when they skittered too quickly, but not one of them has dropped because of this. In fact, the female is the only one who has.

That said, I know there's a couple things you could try: putting him in a little tub on water for a bit, just up to his knees---they don't swim so well. But it sounds like your humidity's fine. He'll probably get the rest of the shed off himself at some point soon (it's really funny to see them picking at their toes). Just takes them a bit longer with their feet.

If it hasn't come off in a few days, another thing you could try: have him walk across a piece of scotch tape wrapped around your finger. This should take off any excess.

Hope this helps!