Well this will be dependent on of course your bearded dragon and their personalities.
My girl Ziva is shedding on the backside of her head, and she is miserable. I noticed she hates when i touch her head when the shed is dry. But if i get her head wet where she is shedding and massage and rub her head, she loves it. I am not peeling off skin or anything but just rubbing and and almost scratching but not with my nails, just two fingers softly. I don't know, its silly but Ziva loves it.
The combination of hydration and rubs probably helps relieve the itching. Dundee used to like having some time to run around on the carpet so he could wiggle and scrape his head against it to help sheds.