Re: wax worms?
I feed waxworms semi-regularly to those that need the extra calories. I have had a couple that got them daily on a fairly long term basis. Ollie used to get one daily until very recently. His weight finally came up and is holding pretty steady.
One thing to watch out for though, I have had a hedgehog or two who had a white blob in their stool after eating waxies. Sometimes, if they don't chew up the worm, it will come out nearly undigested. Don't freak out if you see an off stool.
If you are trying to promote weight gain, have you tried adding an adult cat food to your hedgehog's diet. Ollie is so active that he eats only adult cat food and even then I struggle to keep his weight up.