On a related note, I've heard that you shouldn't handle them while they are in shed. This makes sense just because they may be uncomfortable, may not be able to see well, and just tend to be grumpier.

However, one of the reasons I've seen for this is because you can damage the new skin that is developing underneath the old one about to come off. Can you really damage it? I didn't think so when I read it, but I'll admit I don't know.