Hedgehogs are lactose intolerant, so I would stop with the cheese treats. I’m not familiar with the pouches you plan on using, but ‘custard’ makes me suspect that there’s possible dairy products in them. Your hedgehog should not be consuming any dairy. It’s not good for them, and they have no need for it.
Theyre largely insectivores by nature and just don’t tend to enjoy fruits & vegetables. Sometimes they’ll eat a bit of fruit as a snack, but in general they snub it a lot of the time. They get all the veg they need through their insects that have been properly gut-loaded; essentially, the insects eat the veg, and your hedgehog eats the insects and they get their veg that way. So even if he’s one of the (many) hedgehogs who refuse to try a lot of veggies, there’s no worries - once his insects are properly gut loaded, he’s getting all the veg he needs.
Hedgehogs also lack a caecum, so he shouldn’t be getting much fruits & veggies anyway. A small amount one to two times a week is fine, but it shouldn’t be making up a huge portion of his diet.
I would recommend adding more insects to his diet though. Being insectivores means they need a variety of insects; more than just mealworms, and they should be getting them daily, as part of their usual diet. I’d recommend looking into locusts, crickets, Dubia roaches, and morioworms. For more ‘treat time’ insects, wax worms and fruit beetles grubs work well. Many hedgehogs also adore snails. Ideally, you want at least 5 different types.