You definitely need to separate them into their separate cages, and hope the female isn't pregnant. Even if she conceives, her pelvic bone has probably fused and the babies won't be able to be born, which will kill the mother.
, if you are going to breed, research and make sure you know what you are doing. Then, get a pair of healthy, well temperamented (one that won't bite! that is not good) and pedigreed hedgies. And a mentor! You want someone you can ask for help in case of emergency and for any extra advice.