They do a little bit (mostly when new), but I never am messing with the blanket when the lid is off the smoker so it's never on the food. Main issue is you get a little on your arms, but just rinse them off with some water and your good. Now that my blanket is over a year it hardly sheds at all.Careful. I read recently where some welding blankets "shed" fiberglass slivers. Don't get that one.