What makes fleece wick moisture is the absorbent material below the fleece. So while a pee pad may work to help the fleece wick, it is also possible that the hedgehog will burrow under the fleece.
If you have a way to clip it all down securely, then that might work. A photo of your current setup might help us see what choices you have.
(I use fleece and really like using it.)
here with my Mecki-- born 2/12/19