I would refrain from peel any shed of your gecko. You could possibly cause harm to the geckos skin.
Make sure that you check your geckos toes after shed as a lot of times shed gets stuck around their twos and they end up falling off. If you do notice any stuck shed provide a moist hide (which should already be in the enclosure) and if that doesn't work place the gecko in a plate of shallow water or in a container with moist paper towel.
As for the running away all geckos are different. Do you handle often?