Depending on the size of the snake, I'll use a warm, wet bath towel or hand towel. The towel is almost dripping wet. I lay the towel in my lap, and the snake on the towel, then cover the snake. Usually, they like the warm, dark, damp "hide". Let him sit there for as long as he will, 10 - 15 minutes. The retained shed will soften and loosen, and can easily be gently rubbed off. Usually, if the snake is head shy, he'll pull away at first, but, its like they figure out what you're doing and sometimes almost seem to help.

Good luck!
Steve