The spikes do shed. I am not seeing any sign of a thermal burn. I would double check your temps and humidity levels though. Smaller spikes like this on a female generally will shed easier than those of a male as theirs are larger and can cross one another causing the shed to get stuck. Hers are all perfectly straight and smaller so they should be coming off on their own fairly easy. Female temps are no hotter than 80 at basking and should be hitting 40% humidity during the day. Make sure your not directly misting her or this will cause the shed to stick to the skin instead of release.