No, you shouldn't help him. They do shed on their eye turrets, so don't worry. You can help him by increasing the misting and the humidity levels so that he has a little bit of an easier time with it, what with it being his first! I wish you and him luck!
Pulling on a shed could damage the tissue underneath. Only remove shed that remains long after the shedding ends and that is tightly wrapped around something like a toe or tail tip. Even then gently coax the shed off with a wet q-tip or damp cloth don't pull.