After asking my question I had a quick search for literature. Shedding is certainly hormonally controlled, and there were some experiments in the 70's/80's that proved that.
Interestingly there was an experiment with T. sirtalis where the thyroid was either partially or completely removed. What that did was decrease the resting phase between sheds, and if the snakes with thyroid removed were fed dedicated thyroid material it increased the gap between sheds again.
Generally hormonal control isn't consciously controlled, but reactions to stressful events could certainly influence the release of some hormones.