The only thing that may happen from it is a bit of green poop from the stress to his GI tract, but that's not bad and it'll clear up in a few days. Since he's switching himself quickly, it's fine!
Glad he loves his new food! Also, depending on the kibble shape and size, some cat food is more prone to having hedgies choke on it. If you're concerned, or it seems like he struggles to crunch up the pieces, you could always crush them up before feeding. A lot of people have started doing this more recently. They use either a rolling pin/hammer/etc. to smash them up in a plastic bag, or a coffee mill/grinder, I think.