Remove the blankets. They will interfere with your hedgehog's light cycle. This in itself can cause hibernation attempts. They also reduce proper airflow.
If you are going to use a space heater, you won't need the blankets. You will need to invest in a thermometer and to frequently monitor the cage's temperature and adjust the space heater's settings frequently. You will have to run it 24/7 if the room's temperature is not within an acceptable range. Space heaters work well but if the room's temperature fluctuates frequently it will become a bit of work to get it adjusted correctly. While the cost of a space heater itself is relatively cheap, they are fairly costly to run electricity wise. Expect your electric bill to increase a lot depending on how cold of an environment you live in as you may need to run it 24/7.
Most likely the best solution for consistent temperature is to spend the money to invest in a proper CHE setup. CHE bulb, lamp, thermometer, and thermostat are costly upfront, but you get a much better system for consistent temperature control, and the electricity cost is minimal for 1 setup.