I'm afraid you can't take them with you. Only hedgehogs coming from countries that have not been infected with foot and mouth disease are allowed to enter the US (this is the reason the USDA stopped wild caught imports from Africa).
Korea is not on the list of regions that have been declared free of FMD.
https://www.aphis.usda.gov/aphis/pet...gehogs-into-us
You can try to call to see if anything has changed, but I'm afraid they won't be allowed into the US.