Even though he no longer has eyes it is still ideal that all shed be removed. Retained shed can cause avascular necrosis which can lead to sloughing of the skin and osteomyelitis of the underlying bone (mainly with digits). There is a chance that the retained shed may come off during his next shed cycle.
In the meantime provide a humidity box with peat moss and a Tupperware container as well as some rough surfaces for him to rub his face on.
A few ways to remove shed from eyes
Use saline to flush the eye - the constant pressure of the water rinsing the eye can loosen the retained cap.
Apply mineral oil to the eye and gently roll a q-tip to the surface.
Never pull off retained shed as you can damage the skin.
A visit to the vet!
Some shedding problems can be caused from medical reasons as well (i.e systemic disease, fungal), if you notice a pattern of him always having problems shedding it would be worth going to an exotics vet for a work-up.
(Source 1) (Source 2)