I have one of those "Critter Keepers" - you know the ones. All plastic with a snap-on neon green or pink lid. I put it in the bathtub, and put an inch or so of barely-warm water in it.
BARELY WARM - you don't want to cook your snake. Also, it should only be deep enough so that he can get all the way under, but if he coils up, he can rest and not drown.
I then fill the bathtub to the same level with slightly warmer water, put the snake in the container, and leave him while I go check my email and clean out my spam.
An hour or so later, the snake is nicely hydrated. I usually start this right when the skin begins to turn dark, and keep it up every day until the eyes go back from blue to clear. The next day, a nice one-piece shed.
If a patch of scales is stubborn, I get a Q-tip wet and soak the area gently with it. GENTLE application of water is all it takes - even for stuck eye caps. Patience is a virtue - just keep the soaking-wet Q-tip on the area and it'll eventually slough off nice and easy. I don't even need to rub.
I would NOT use oil of any kind - plain water is the best. I have not had a problem with getting the head wet - the humidity seems to do the trick most of the time.
Fortunately, we're dealing with Ball Pythons and not Cobras - I don't even want to THINK about the ramifications of bad sheds in hot species.......
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2.0 Ball Pythons
2.0 Bettas
1.1 Pekingeses
1.4 Rats (for breeding)
1.0 Mouse (for scenting rat pinkies)