Wood shavings is bad, they can hurt eyes, cause sneezing some, its also very dusty. Its just a overal huge no.
Fleece is better than wood shavings, however you can also use loose bedding like carefresh or animal safe dust free shredded cardboard (finacard) which is good for letting them burrowing all the time.
Cat food is defintly best, there is a sticki under the diet and neutrtion which explains why, what to look for in a food, theres also one for brands and some names of the foods.
Dont just feed worms though, insects are a must, but you should have a variety, like roaches, locust, worms, crickets, grasshoppers, I also use orange woodlice (most insecst for reptiles are okay but if unsure ask on here and someone will know the answer.
The heating, I dont really agree with either. Heat pads arent great, they only heat the floor and hedgehogs need the air heated. CHE set ups are best.
This includes a ceramic holder (either a dome or one you screw in to wood depending on cage), ceramic heat emmiter-Only lets off heat not light, a thermostate so that it turns on when cage drops below set temp, and depending on holder depends if you need a cage around the che or not (only need the cage for the one you sccrew in to stop both you and the hog getting burnt)
Outside light is great but they need 12 hours light and atm we dont get that, so have the main room light on so that when the sun goes down or on greyer days it doesnt confuse them and set them into hibernation. If your cage doesnt get enough light (which is mainly vivarium cages) thats when you get extra light (if needed) and most people put them on timers so it goes on and off at the right times and they get their 12 hours light, 12 hours dark all the time.