Granted I don't personally own any frog-eyed geckos myself, here's what I found:
Frog-eyed geckos are clad in scales of earthern hues. The scales of the head are small. Those of the trunk, limbs and tail are noticeably enlarged and "fishlike", with the scales along the top of the tail being the very largest. These scales permit greater ease of motion in fine-sand habitats. The skin of all species of frog-eyed geckos is very delicate and permeable. It can be easily torn if the gecko squirms while being handled.
I have ran across the above attributes many times before, so I think one can safely assume that their skin is indeed delicate, probably akin to day geckos?