As already mentioned; live is necessary as they are more nutritional (can be - and need to be - gutloaded) and can be fed in the large quantities that hedgehogs require. There have been issues reported amongst hedgehogs fed a diet of dried insects that have issues with constipation; they are not designed to eat a diet so drying - live insects are also a great source of moisture for them too.
Make sure your parents are on board with the electricity bill that may hit you come the colder months, when the heater will need to work harder to maintain appropriate temps. Even with a wooden viv style enclosure, a room heater is still going to be needed - and they can get costly.
Also keep in mind that 4ft x 2ft would be considered bare minimum (and in the eyes of many, not big enough). Go as big as you can; the enclosure cannot be too big.