I have been using several different sizes of aquarium gravel for Snarf's rock gardens without any issues: small...large...in between. He loves digging. I hide frozen mealworms and he hunts them down like a hedgie possessed.
For a container, I have been happiest with clay plant pot bases - the 1/2" deep - or so - plate things that clay pots sit in? You know? I have used plastic To-Go containers, ZipLoc sandwich and other reusable containers as well as Kleenex boxes (I lined them with duct tape) but have been happiest with the clay as it helps trim hedgie nails.