It takes time. The winter hairs don't all loosen up at the same time. If shedding has already begun, you don't want to clip (even though I know you said you weren't anyway, just wanted to mention), because you can also get the summer coat too and you won't get the same sleek look when the winter hairs DO come out.
I use a jelly curry, like this: Rubber Jelly Scrubber - Statelinetack.com
I use the fine side and just take time currying all over. It will really pick up hair, so you will need to strip off the hair often. When you start to get less hair coming off, I go back with a single blade shedding blade. Double blades seem to just get clogged up too much, and don't work as well. I open up the single blade shedder and just take my time going all over, until again, you are getting less hair coming up.
Then I go give a long bath using the jelly scrubber and some Vetrolin.
You'll have to repeat this often, though I would limit bathings to once a week as you don't want to dry out their skin. But steps 1 and 2, do every grooming if you have the time.