I have a coroplast base for my hedgehog cage and use fleece liners. I also had a C&C cage with fleece for my guinea pigs. I think you will find that hedgehogs are waaayy easier to clean up after than piggies.
I don't think it will be any big deal if you overlap the coroplast pieces and use duct or packaging tape on the underside. With a fleece liner, my coroplast has yet to get even remotely wet with the hedgehog.
The possible problem with using the cube grids is that the openings are too large. A hedgehog could get hurt trying to squeeze through. To prevent this, the sides of the coroplast will need to be taller than was needed for a piggie cage. If your hedgehog is a climber, the sides will have to be even taller. So, in effect, you could wind up with almost a fish tank effect since all 4 sides will be solid.
You could cut air holes in the coroplast sides to allow for airflow though.
You'll also need a lid which will serve as a place for your CHE.
here with my Mecki-- born 2/12/19