Is the membrane snipped where he can breathe?
Moisten the membrane all around with WARM water. You can try to loosen it a bit with your fingers, just by GENTLY rubbing it back and forth to keep it from sticking to the bird.
The bird needs to sleep a lot, so don't panic if he isn't constantly moving.
The membranes will eventually cease the blood flow, you just need to ease the bird (is this a chick or a duck?) through. It may be another day you need to help him through, but you CAN help him.
All is not yet lost!
When the bird is ready, the membrane will no longer have blood flow, thus it will not "bleed" as the bird emerges. You don't want to peel back a bleeding membrane, as that is blood loss for the bird, and it likely has not soaked up all the yoke, yet.
(When I was new to hatching, I had a bird hatch with the yolk outside the belly. I thought it was completely defective and a goner. I didn't have it in me to "put it down". So we "put it to sleep" humanely in the freezer!
Can you say wimp? Well, the bird would have been fine if I would have given it a day or so to "suck it up". Learning lessons.)