My normal humidity range is about 52%. When I notice one of them going into shed (particularly if it's Adalae - she's always been a difficult shedder) I'll put a small tupperware with damp moss in it into the cage. Just today I noticed that that wasn't enough - the humidity was only around 60%. So I also added a second waterbowl. She now has three water sources in the tub, and the humidity is at 70%. By the time it is time for her to shed, we should have no problems. I try to combat bad sheds before they happen; that's always worked best.

If you don't notice it in time, or for whatever reason it just doesn't help and you STILL have a stuck shed on your hands, then the pillowcase idea will help. Or, another method I've used in the past is to fill a small critter keeper with an inch or so of water (depends on how big your snake is; a small snake will need less water) and put in a large washcloth or dish towel. In the process of moving around and soaking, they'll usually take all the old skin off. Then I just move them back into their tub. You have to be careful not to leave them too long, though, or else the water will get cold.

Hope some of that was helpful.