Expense doesn't always reflect quality, and Royal Canin is not known for it's high quality ingredients unfortunately. The quality here is pretty poor; poultry, animal fats, maize flour and rice. I'm not too fussed over the presence of rice (though the best foods are typically grain free), but my main concern is the unspecified animal protein; "poultry" is a pretty blanket term, is it a chicken or a pigeon? Like you have no way of knowing what your animal is eating, so foods containing unspecified ingredients are best avoided.
Not to mention the fat content is insane at 25% (which isnt surprising, because added animal fats are the second ingredient). Generally speaking, you want to stay around 15% fat - active hedgehogs and younger ones can go a little over this, but I (personally) would never go over 20%, and prefer to stay around the 15-18% mark (or lower). I would suggest switching to a higher quality brand; you can find a list of foods recommended here
. If you wanted further feedback, you could always pick one and then come back here and we could assess your new diet plan.
As a general rule of thumb; avoid kitten foods (like the one you've picked up); because theyre for kittens, they typically have insanely high fat levels than foods marketed for adults cats.
The dubia roaches dont look insanely large to me; i've given my girl pretty large grasshoppers, and i'm always surprised she manages them - but she does! I'd say offer them and see how your hedgehog manages, but she should be okay.