Yeah, you can potty train, but you will never stop them going on their wheels. Some hedgies have to get on their wheels to do a poop!
But cleaning their feet is very easy, and I find it's a great excuse for bonding time getting them dried up after. Half an inch of warm water in the sink or tub, they will often paddle a lot of it off themselves. You can do stubborn bits with a soft toothbrush. Takes me and Hector maybe five minutes to get his feet clean, and I do it every 3 days or so, just because he has a tendency to crawl inside my clothes.... lol.
And then you get blanket cuddles!