I find it helpful to start spraying my cham at the tip of his tail and slowly work the water up toward his body. This seems to lessen the shock of being sprayed. Also, my cham prefers very warm water. I always check the temperature of the water, but he prefers it about 90 to 95 degrees F.
Yep, my guy "Waldo" is just now starting to shed (first shed since i have had him) and he has been a little timid towards me since have had him, about 2 weeks now. But today he actually moved closer to the spray and stayed there while I sprayed him with warm water.