Donkeys and mules don’t shed like horses. I would continue grooming him, but not expect him to lose much hair until way later in the season. They NEVER reach a slick stage for more than a few minutes, before fuzzy hair starts growing back in!
I think of donkeys and some mules as having “terrier hair” instead of smooth, shiny horse hair coats. Comb or brush a rough-coat terrier as much as you like, he will NEVER be smooth coated unless you body clip them.
At this EARLY time of the year, I would not body clip any donkey or mule, removing his scruffy weather protection. Might be more convenient for grooming him, but he WILL need covering and protection from cold, damp days up in NY area until later in the season, Mid June? Anyway until days are hot upper 70Fs and nights are warm, above 65F, regularly. I have heard that thing about flies biting donkey legs very hard. Guess I would leave that hair on too. Our mule never got bloody legs, but she was not a donkey, so maybe tasted different. She was dark red haired, a black legged bay, if color makes a difference.
The mule we had would finish shedding, be slick for a few weeks in AUGUST! Had to look fast, that donkey hair would almost immediately start growing after shedding off. She LOVED being hot, layed full out in the sun with temps in the 90Fs, high humidity. Horses were hiding in the shade or wanting to come inside the barn to be cooled off.
So at this time of year, I would just keep grooming him, maybe with a real steel curry comb to get thru the hair. Shedding blades might help too. Grooming keeps the skin stimulated, he is rubbed well, smooths hair all in one direction, for a couple minutes anyway. Ha-ha! They are kind of a “wash and wear” animal with that fuzzy haircoat. Some brushing with a bristle brush is nice to take off dust in the hair. They seldom look truly WELL-GROOMED as a horse or pony will after you spend time on them. Donkey does LOVE the grooming though!
Something you might add to his paddock would be a good sized sand pile or sandy area for rolling in. Should be deep sand, since once the donkey/mule gets rolling, they do dig into it, to make his rolling hole. He will truly bless you for a sand pile! Our mule would go roll in the sandy spot several times a day, she liked it that much!!