My Boa Loki always has shed left on his tail - I give him a warm bath for 20-30 minutes then rub it off, works a treat. (Just make sure the bath is shallow enought for him to rest on the bottom but deep enough to cover his tail).

Not if it's only for 20 minutes no - you can always dip just his tail in warm water if you don't want to actually bathe him.

Sand boas will bathe themselves in their water dish from time to time anyway.

Low humidity/dehydration is a big cause of poor shedding.

No it won't, you're not keeping him there forever, believe me it rains where they come from, soaking is great for all animals now and then and it'll really help.  They aren't quite as delicate as you might think, I've been force feeding my baby beardies and they just turned a month old today.  They look fragile, but it's not as much as you would think.

Don't worry too much about the bathing - all snakes, even desert snakes are good swimmers. It's also a good way to induce pooping if he's due one and you'd rather not clean it out of the cage - he might even like the exercise too

Even if he hates it, it's good for him, like telling a kid to eat his veggies, lol

Good advice, but a few quick comments.  Remember that if water feels warm to you, it is warmer than your body temperature of 98.6 F (usually a LOT warmer).  Since reptiles take on the temperature of their surroundings, a bath that feels warm to you can turn quickly fatal as their core body temperature shoots up to dangerous levels.  Ideally you should use an IR temp gun to get an accurate temperature reading, but in a pinch use water that feels neutral or lukewarm over your wrist.  Also remember that even high temperatures that a desert dweller like your sand boa should be able to tolerate can be dangerous if they encounter them too quickly.  They might bask at 110F for brief periods of time, but a dunk in that water from room temperature could send them into thermal shock.  Be careful and use some common sense!

Lastly, while the soak will certainly help and is  a healthy practice anyway from time to time, a damp sponge and a little gentle, but persistent stroking and pinching motion with your fingers over his tail should do the trick very quickly.  It is very important to get those off since they'll restrict blood flow after a period of time and lead to necrosis and eventually sloughing of the tail tip.

As a fun fact, it was said for years that the many snakes in the wild seen with blunted tail tips must have narrowly escaped predators at some point in their lives.  While this is certainly one plausible scenario, it's been accepted that most have probably suffered the type of shedding issue you're describing.  Since it's an aesthetic flaw and not one likely to compromise reproductive success (i.e. the proclivity -- if there even is a genetic component -- has not been selected against), the phenomenon continues to persist even in wild populations.  Just one of the many fasinating insights into natural history gleaned from our ability to keep and observe snakes.