I don't typically advise "baths" as they can be very stressful on the leos. Do you have a good sized shallow water bowl? Our leo preferred to use that vs a humid hide for a long time... Also, do you have enough stuff for them to rub on? Two things you can try in addition:
1.) warm sauna: our emergency boxes are plastic shoe box sized containers with lids we've poked a ton of holes in. Get something similar set up and line it with papertowels and soak the towels in warm (not hot) water. (not standing water, but very wet) Place one gecko at a time in there for a while, watch for stress and the warmth and leave them for as long as they look comfortable. If your geckos are tame, then when you bring them out you can GENTLY help pull the skin away, stop if there is any resistance. Warm water dipped Q-tips work for toes using a brushing motion.
2.) There are shed easing products at the store. Shed Ease, might have spelled that wrong, was originally developed for snakes and their eye caps. We have T-Rex's BioMist which lists geckos on the label and have used it for our crested. Basically, they are liquid lotions for dehydrating the skin. For a leo, I would only use this as a last resort. Follow the directions on the label and use sparingly.
Good luck.
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0.1 Albino Leo Gecko
0.1 Crested Gecko
1.0 Dear Boyfriend
Departed: Harvey and Spock