The only thing that I have found that works on Izzy (she's a huffing ball outside of the bath) is to fill the sink with water up to her chin. I cut a piece of a bath mat to fit the sink. Then I grab on to one foot. Since the water is up to her chin, she can't shrink down and hide her feet. When she stops squirming around, I give her nails a clip. If she starts struggling again, I just hang onto the foot until she stops squirming. I can usually get all her nails done in about 10 minutes.
Please note though, since the water is up to her neck, this method has an increased chance of your hedgie possibly drowning. I'm just sharing a method that works for Izzy. Harvey will let me clip his nails outside of the bath after months of playing with his feet. If you choose to use this method, use extreme caution and do not leave your hedgie unattended in the bath. It's important too that your hedgie has something "grippy" to stand on so there isn't a chance of her slipping.
Best wishes no matter what method you use.