I would leave Sheldon alone and let him be as long as the substrate is kept moist and humidity high. If Sheldon acquires enough moisture from the substrate it's burrowing in, it wouldn't not need to search for addition water source (water dish).
The best time to move Sheldon from his hole for cleaning depends on his pee and poop. Usually after pooping, they will move out of their previous burrow and change to a new spot. If that's the case, Sheldon does not need to be handled. But if you smell poop in the tank and Sheldon remained in the same old spot, it is possible that he's sitting in his own poop. If that's the case you'll need to move it out of the way to spot clean.
Another time to move/handle Sheldon for cleaning is when you flip/turn the substrate or switching out the old EcoEarth with fresh ones. Substrate is recommend to be changed once a month.