I would definitely recommend preventing them from interacting and stopping your hamster from being able to get into Luna's cage. That isn't a safe situation for either of them - Luna's quills could hurt your hamster, and your hamster could bite or chew Luna's quills (which has happened before when people have let a rabbit, guinea pig, etc. interact with a hedgehog). There's also a chance of passing diseases between the two, I believe.
My suggestion would be to hamster-proof the cage rather than try to train the hamster. It would work faster and solve the problem immediately, where training takes time for most animals. Get either window screening or chicken wire that you can secure over the sides, back, etc. of Luna's cage. I don't think your hamster would be able to chew through either of those, since they're metal, but I would go ahead with trying to train/distract her away from the cage if she does try. At least having the cage inaccessible would immediately improve the situation even if you do want to implement training to keep her away too.
~*~*~ Kelsey ~*~*~
RIP my sweet Lily ~ 6/12/08 - 1/20/12