You can also try giving foot baths so she will poop and pee in the bath rather than on you. Obviously she's still going to poop in the cage and on her wheel, that's just life with a hedgehog. As a baby she may still poop and pee on you after a foot bath but they usually grow out of that and poop less. Try putting about half an inch of WARM water in a bath tub or sink and put her in their for a few minutes. She'll probably do a lot of her business there.
If you want her to bond with you more try putting a hoodie on backwards and put her in the hood. Then you can go about your day with her with you