Sometimes you can tell when a rosy is in shed, sometimes you cant. Thats what it seems to boil down to. Ive spoken to peole that have noticed the same thing as I. My rosy now doesnt seem to go blue (anymore), he just sort of gets dingy looking in colour, almost like he's tobacco stained...lol.
Yes, he has she several times before now. They shed not too long after they are born (which is almost always before they even begin to eat). As for frequency, this varies from snake to snake and how they are cared for as well. As long as he appears healthy and is eating fine, then I wouldnt worry about it.
Lol... once a rosy is established they tolerate handling better than just about any other species out there. If you handle your rosy too much he will let you know that he is stressed. So once again, as long as he is eating and seems content, dont worry about it and enjoy your little guy
P.s- when are you gonna post pics of your lil guy?