Regarding the noise, I’d suggest looking at a Kaytee Silent Spinner if you don’t already have one. With that being said, there’s a whole bunch of controversy with some owners claiming that the slots designed to drain pee has gotten toes stuck,nails ripped, and caused hedgehogs to bleed. But, I’ve had not one issue with them in the years I’ve owned hedgehogs and love the fact that they are indeed pretty quiet- quieter than any other wheel I’ve tried. Their nails shouldn’t be so long that they get stuck and rip and their toes are too fat to even get stuck in those holes so it had to have been their nails. I do encourage you however to search Kaytee silent spinners in the search area on here to find some threads and do your own research regarding them.
Hedgehogs that are used to wheels tend to use them A LOT. They’re very active animals, with wild hedgehogs roaming up to 15 miles a night, so constant access to their running wheel is a very good idea. Some hedgehogs love exploring around houses and others can be more timid since they’re not as familiar with the surroundings.
Regarding building trust back, start with hands off bonding for a few days. Let him sit next to you or even on your lap/desk but don’t manhandle him so much until he realizes you’re still you!