Many people use things like metal cooking trays or plastic food storage containers that are low enough. I made a box out of some extra coroplast I had from making Lily's cage, and just taped over the edges so she wouldn't scrape herself. The main thing is to make sure there's no sharp edges and the sides are low enough that it won't discourage her from using it - probably no higher than 1" or so.
You don't want to use sand in the litter box - sand is very fine and can get into eyes and irritated them, or stick to privates and cause issues. Same problem with clay cat litter, whether it's scoopable or not. The best options are Carefresh (which can be pretty messy), Yesterday's News cat litter (recycled newspaper pellets), paper towel folded to fit (many people like doing this), or fleece pads sewed to fit the box & switched out every day or every other & washed at some point. If you use Carefresh or Yesterday's News, you'll want to watch to make sure neither hedgie tries to taste or eat the litter - if you see any of that, it'd be best to go with paper towels or fleece/fabric pads.
~*~*~ Kelsey ~*~*~
RIP my sweet Lily ~ 6/12/08 - 1/20/12