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[JungleRob]

I have a hatchy diamond that ate a fuzzy mouse over the weekend and shed on Monday. The shed got stuck at the bulge of the mouse and I removed it myself. (it would have come off eventually if I didn't)
As to it causing any harm, I don't believe it does.
Take a snake in the wild for example. If it happens to find a prey item a day before it's going to shed, I doubt it'll turn it's nose up at it.