I would throw it out and scrub/sanitize where you know it touched stuff. Maybe change your bedding, wash the (possibly) contaminated bedding in hot water (I would wash twice, but I'm also overly paranoid and not sure if my level of paranoia is above or below yours
), and switch to the stuff TWC suggested.
I have absolutely no clue what's all in emu oil, but if you look up the ingredients and it's all from... parts... of emu... I personally would assume that it's OK. If hedgies can eat meat, I doubt that an oil made from an animal would hurt them. I'm not an expert in any way, so maybe do some more research on that lol.
I know I read somewhere (probably the Tea Tree Oil Toxicity stickie) that most people who own hedgehogs just get rid of TTO - if it's not in the house, it can't hurt them.
I threw mine away weeks before I brought Milly home, and scrubbed the crap out of the cabinet it was kept in.