It sounds like you're doing the best you can.
It can be really tough to get hedgies to lose weight, some will gain but not lose. My best recommendation would be to try to keep them active. As they get older it'll be even more important to keep them in good shape, too - decreased activity can lead to muscle loss and weight gain and from there lead to other "senior animal" problems. Try getting them to run around outside their cages during the day, or if they aren't stressed much by water letting them swim a bit. It might not help them lose much but might prevent them from gaining more.
Your vet might have more suggestions!