Grab a clean pillowcase and turn it inside out. Get it wet with warm water (I usually soak mine well and then wring it out so it's damp but not dripping). Put your snake in the pillowcase and tie the top closed. Put the case back in the cage and leave him for 30 minutes to an hour. After that time, take him out and see if the shed is still attached. If it is, you can either try to pull it off for him as it will be soft and ready to come off, or put him back in the pillowcase for another 30 minutes.

I've done this with all of my guys that get stuck sheds and it works great. No stress to the snake and most of the time they work off the shed while exploring the pillowcase.