Shedding can cause loss of appetite but usually only a couple days and with my dragon, it only seemed to bother her enough not to eat when it was a full body shed. (ie the main part of the body. She always shed limbs head and tail separate from the rest of the body).
As the other poster suggested, soaking is good to help loosen the old skin. However, I wouldn't leave a dish big enough to soak in in the cage for two reasons. It can raise the overall humidity too high for bearded dragons and dragons will defecate in water. Instead, take the dragon out and put him into a container with luke warm water (about 80F) no deeper than the dragon's armpits. It is also good to have a rolled up clean washcloth or rock in the container for the dragon to rest against it the water does happen to be too deep. Soak for about 10-20 minutes then put back into his cage to warm up. Soak once or twice a day till the shed comes off. Make sure you don't soak the dragon close to lights out, give him a few hours to bask after a bath to warm up.
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PHLdyPayne