After raising hedgehogs and other small animals for over 20 years I have used every bedding under the sun. I have talked with many owners and even held smell and clean tests on many types of bedding and surfaces. Here are my findings.
Pine shavings, large flake not fine or dusty, is the best bedding you can use for hedgehogs. The kiln dried wood chips naturally neutralizes the ammonia in the urine and dries all moisture from the feces and urine. Pine shavings must be changed at least every 7 days.
My second choice is the pine pellets, sold as cat litter or at tractor supply. The bedding is not the best at moisture wicking and is not as cozy for the hedgehogs by itself, but is cleaner and has very low odor.
The three types of bedding I do not prefer are the Carefresh, fleece liners or puppy pads. None of these beddings neutralize ammonia or keep the hedgehog from stepping in their very wet poop. These would need to be cleaned and changed every day in order to keep the feces and urine off of the hedgehogs feet. The smell is also much higher with these types of beddings because they are not ammonia neutralizers.
Because cleanliness is so important to the health of your hedgie, that should be one of your top priorities. Whatever bedding you choose, keep the babies clean :)