Your hedgehog can eat cat food. But, the protein in the cat food can't be more than30% and the fat content should be less than 12%. You can also supplement the cat food with certain fruits and vegetables. I'm not quite sure what vegetables and fruits in particular. But, I heard that some hedgies love cillantro.
I'm not sure about the grains. But, since they are insectivores, most people give them mealworms. But, only give these worms as a treat since they are high in fat. I personally try to avoid mealworms only because I don't wanna have to hand feed the worms.
When it comes to your cat, I suggest separating them onl because the hedgie might get stressed out or scared. Plus, the cat might get hurt as well since hedgies will ball up into a spike to protect itself.
Hedgies can most of the time be tamed. But, it will take a lot of time and patience since hedgies tend to hiss and ball up when it isn't familiar with you yet. They take quite a while to warm up to people. They don't usually bite unless your hand smells like food. But, just wash your hands before handling the hedgie and it shouldn't be a problem. I suggest you hold him or put him on your lap every night for about 15 minutes everyday. That should help you guys bond. Oh and put an old shirt that you have worn in his cage. This helps him ge to know your scent. This is very helpful and important since they have a better sense of smell than a sense of sight. If you have a hard time handling him because he spikes up, lift him up from underneath since his belly does not have spikes. Or you could use a fleece blanket from his cage to carry him. I hope that I was able to help you out a bit. If you got anymore questions I'll be glad to help out.