Re: older male, baby female
You really don't have many options. Chances are since he has already shown he is interested in girls, he will always try to mate with the female when she is present. There are males that are less interested, but even those can suddenly decide they want to mate too.
I don't recommend it, but if you really want to house them together you will need to find a veterinarian that is experienced in hedgehog neutering. I have known a few people who have had their male hedgehog neutered so that he could live with a female. Neutering is not a quick and easy surgery like it is with dogs or cats. I have never inquired as to the cost for a neuter, but I would expect it to run a similar amount as to any surgery ($300-500). It is an invasive surgery, and I've been told by a few owners that their vet would not perform it as an elective surgery.
I was told once about you get the male neutered if you want him to live with a female. I was told it is better to neuter the male as an intact male is more likely to still harass a spayed female. I've never had a spayed female so cannot comment from my own experience as to how an intact male will react to them though.
I don't recommend neutering simply because it is a surgery and there are always risks of losing the animal when they have a surgery performed. I have always just found it easier just to have separate housing, and separate play times.