1. You may need to spray down his cage during shed time if the humidity is too low. There are better ways to deal with it. Partially cover the top of the aquarium so that it holds more humidity. Use a piece of plexiglass or cardboard or even a folded towel. You can also provide your snake with a humid hide. Place some damp spaghnum moss in a plastic hide.If you believe his shed is stuck, you can place him in a container with about an inch of water around 80 degrees for about an hour. The shed will fall off or you can easily peel it off.
2. i prefer aspen bedding. Shredded type.Not chips( i feel they can be swallowed with the food and might cause a problem. It is easy to spot clean and not expensive.
3. I would recommend a hide. Snake like to feel secure and are much less stressed if they have a hide. It should be a tight fit for the snake. you can use larger hides as he grows along with a larger cage as he grows.
4. One last thing. A baby ball python can eat a hopper mouse. A pinky is kind of a small meal for him. I would switch to a hopper mouse now and increase the size of his food as he grows. The mouse size can be about as big in diameter as the widest part of his body.

I hope this helps.