How long have you had him? He could still be acclimating to his new home. Sometimes stress causes a poor shed. It's even possible that he was dehydrated when you bought him (if that wasn't too long ago).

I had a female given to me that was having a bad shed, so I ran some hot water and soaked a towel, rung it out and put it in a container, set her inside (with the lid on of course) and it really helped. The humidity loosens things up and as she moved around in there, the towel acted like and exfoliant

Also, how high are you keeping the humidity? Normal is about 50%. I try to keep mine near 65-70% when they are shedding... too much humidity can cause health issues.