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Its okay for it to fall off on it's own. It won't hurt him or hinder him at all unless it's been on there for a long time. See if it comes off on it's own before you try to help.
Never peel it off by yourself, it will come off on its own
Bathing him more often during sheds can help loosen / soften the shed making it come off better.
If however there are stubborn pieces that sit for a long time, a lottle coocking oil rubbed onto the retained shed will loosen it up in no time (Just for retained shed, dont give him a massage with it for a whole body shed)
Warm baths help a TON.....I like to pick up water with my hand and pour it over their shedding areas. As Monique (Pogie) said, NEVER try to peel it on your own. It makes for a very good chance of hurting them and possibly damaging cell structure in the process. It'll usually come off on it's own. Trust us.