You've pretty much received excellent advice on all your questions, but I wanted to put in my opinion on the aspen bedding issue.
I also debated this issue. I use fleece liners for my rats (two males who live in a single level Critter Nation). I like that I can re-use the fleece, and it's also fun to decorate their cage with different patterns or colors. With my rats, however, I only get a couple of re-uses out of each fleece liner because they chew holes into it and I end up throwing it out. I don't know if this would be a potential issue with hedgies or not. I don't know that they are big chewers since they are not rodents and do not have teeth that continuously grow.
I used aspen bedding for my hamsters and gerbils in the past, and used it for my rats when I first got them (I switched to fleece after I moved them into their Critter Nation). I've also used CareFresh, which I really liked for my hamsters but not for my rats because CareFresh can cause upper respiratory infections in rats. CareFresh was one of the cleanest beddings I have ever used because it seemed to catch the urine and feces so well that when I took the bedding out, nothing had reached the bottom of the enclosure. I also think my hammies liked snuggling in it.
I wondered if CareFresh would be good for hedgies, but decided against it because it would get caught in his quills. I started off with aspen for my hedgie, who I picked up over a week ago, and I am still using aspen. I think one benefit of aspen is being able to gather up shavings on either side of the hedgehog when picking him up. I'm still getting used to the quills and when I try to cup my hands around him without a fleece blanket or lots of wood shavings, I get poked by his quills. They don't hurt but they are prickly when he balls up and pops. I don't like that wood shavings get everywhere though, and there is that chance of getting mites from the bedding. I've never gotten mites from using aspen with any of my pets, and I have now used it with four different types of animals.
I will probably be switching to fleece, though, when I have used up the rest of my aspen (I buy in bulk so I have a lot left over). My house is generally chilly and I have been having trouble keeping his area a consistent temperature so I like to think the aspen, plus fleece, plus t-shirt I have in his environment is enough to keep him warm if the CHE isn't providing enough heat (the temperature outside has been fluctuating like crazy so one minute my air conditioner is struggling to keep up and the house is still 90 degrees, and then the next day it's 60 degrees in the house because the temperature dropped outside). He seems to be doing okay, but his environment has been fluctuating between 71-77 degrees. It terrifies me because I've read that hedgies can try to hibernate under 73 degrees.
Anyway I like aspen and I like fleece. Fleece is just more fun, and more convenient as far as cleaning and investing goes. You won't have to keep buying new fleece as often as you would need to buy aspen, and you won't have to worry about wood shavings getting everywhere. As for comfort to your hedgie, I think either option is about equal. Obviously as humans, we would choose fleece for comfort, but I imagine lots of hedgies would enjoy burrowing in aspen. Since you have a female, you probably won't have to worry about aspen getting stuck in the privates, and I've never really noticed any injuries from cuts. I'm sure hedgehogs would endure worse than wood shaving cuts in the wilderness and be perfectly fine anyway.