I’m just suggesting that maybe the hedgie became slightly frightened of the wheel. He could have gone on his wheel and with the part enclosed, he might have panicked thinking he is stuck or trapped. With some experience, I know that animals hate being trapped or cornered off. Also, the wheel could have been cleaned with strong smelling stuff (my hedgie didn’t go near anything new that smelt different) so maybe you could put the wheel in a place that smells like you the most or even associate it with something he likes like food.
Hope this works. good luck!!!