Different views on this subject, I have always erred on the side of caution regarding removing retained sheds.
Firstly, if it won't come away with a little pressure don't force it.
Secondly, it largely depends on where the retained shed is as to to level of importance I place on removing it. One of my BHPs retained some shed along his back that wouldn't come away easily, so I left it alone, put his water bowl under his heat lamp to increase humidity and it eventually cam away itself.
Lastly, you can try soaking him in warm water or soaking a towel in warm water, put that and your snake in a snake bag and let him move around in there and that may bring the retained shed away.
Good Luck