I have had this problem on occasion with my leos. What I do is let them soak for about 3-5 hours in warm water. That will loosen the stuck shed. Then I just peel it off.
To calm down a frisky leo, hold the body while trying to cover the head (most likely the leo will be calm because the water will cool it a little making it sluggish). Let the tail dangle and just slowly rub the shed a little until you can manage to peel it off with your fingers. I am aware that leos do drop their tails, but it is not in their best interest to do so and they are reluctant to do so (at least all the leos I've worked with), especially if their tail is fat. Just make sure to calm them down.
If you are not confident enough to try the method I use then you can let you leo soak a little longer to see if it will take the shed off. The shed might also come off in the next sloughing. At any rate good luck with getting the shed off.
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15 Leopard Gackos 5.10.0
2 Tokay Geckos 1.1.0
1 Standing's Day Gecko 0.0.1
1 Graybanded Kingsnake 1.0.0
1 Baird's Rat Snake (Thanks Vadoni!) 1.0.0
coming soon...
Corn Snake, Green Anoles, crested geckos, and Yellow Rat Snakes.