If you're set on using something that's natural and a loose bedding, aspen would be the best wood to use. There's also paper beddings, like Carefresh, though I'm not sure if it'd be available there or not. But the risk with both wood and paper beddings is that they can give your hedgehog mites. You can lessen the risk by putting the bedding in a freezer for a day or two before using it, but there's still a bit of risk even after that. We like to recommend fleece or fabric liners here, and you can check out different ways to make them if you look here - viewforum.php?f=58
There's a lot of benefits to fabric liners - no risk of mites, they're reusable so you're not constantly buying bedding, much less risk of allergies for you or the hedgehog, and less risk of any bedding-related injuries (such as slivers or anything getting caught in private parts).