I know snakes have an easier time and legs make things difficult.
Would this be impractical for riding lizards in a fantasy setting? Could one breed for a trait of a faster shedding process?
Alligator lizards shed their skin all at once, but they might not make great riding lizards as they have short legs. Breeding for a shorter shedding process might make sense, but also providing tools and equipment might help. Keeping the skin damp, providing rough surfaces to rub off old skin, and providing proper nutrition all help lizards shed properly.
See here for a photo of the Alligator Lizard shedding. http://curbstonevalley.com/blog/?p=1583 "they shed their skin in a single intact piece by essentially turning it inside out as they crawl out of it."