One of mine has this problem in winter too. I've had good luck using ZooMed wound healing aid, which is just jojoba oil and a few other things. Use it to moisten and lubricate the toe skin. Once it has soaked in, I use eyebrow tweezers to VERY gently remove the dried up junk. If your gecko struggles excessivly or some of that skin just wont come off, DO NOT force it. You don't want to risk injury to your gecko. A little more Wound healing aid afterwards should sooth and protect the newly exposed skin a bit.