This video might give you some ideas that translate to your situation. Though different issues, I had litter pan problems also.
If the hedgie is persistent in moving the pan, the setup that I use would easily accommodate the addition of an 'attachment'; say maybe a pair of 6" - 8" twist ties that 'lock' the pan to the wheel frame and make it one unit, yet disassembles quickly and easily.
Hedgies can be resourceful; just keep telling yourself that you will Outwit, Outlast, Outplay. I went with custom pans made from coroplast so that I could have a lot more control over size in every dimension: depth, width, height.
Another option because of the way I have her cage set up, would be to glue a couple of rare earth magnets (super powerful) to the bottom of the litter pan, and match them location-wise with a couple of magnets underneath her cage liner. ZERO chance she'd ever move the pan then, but it would still be easy for you remove. Sophie doesn't move her pan at all, so that's at least one problem she hasn't thrown at me, and she does probably 98% of her pooping and peeing on the wheel. Her cage is sooooo easy to keep clean.