I’ve never used aveeno (I don’t buy cosmetics that test on animals), but how often did you bathe them with the shampoo?
Some hedgehogs just have worst issues with dry skin than others - but oftentimes these issues are just amplified with frequent bathing. You should only bathe them when absolutely necessary; I wouldn’t do anymore than once a month, but you can very easily go longer and only bathe them once every 2-3 months. If they have access to a sand bath, they are oftentimes perfectly capable of cleaning themselves (additionally, it helps dry skin).
How are you washing your hogs, too? You really need to give them a good scrub to help dry skin issues. So many people just gently ‘pet’ them with a toothbrush in the bath - but if their quills are flat, then all the water (and whatever shampoo you’re using) isn’t really going to get to their skin, and will just run right off them.
Your choice if you want to keep using Aveeno; but honestly I use plain ol’ oats in my hogs bath, and it always removes all of her dry skin if she has any. You can also add oil to their food (flaxseed is most common, you could do coconut too) to help.