1) Have a wizard ignite a big roaring bonfire just as he goes in one shadow but before he can come out of the other, leaving him trapped.
2) Have one of the shadows he steps in be a Shadow.

3) Have the shadow he steps into actually be a crevace in the dungeon floor. A shadow is just lack of light, after all.
4) Next time he emerges from a shadow, give him a DC observation roll to notice that his own is no longer there. Where is it? He'll find out.

5) As above but give him someone else's.
6) Have him need to use the ability to get past something but the light source is swinging around wildly as he does it, causing him to trip and fly as he emerges from the shadow that is speeding crazily around the floor, walls and ceiling. Dex check if you feel like it.
7) Make him fight Doctor Strange
8) Have what he thinks he sees up ahead actually be a mirror. When he emerges from the shadow he is on the wrong side.