I'm just putting this out there for anyone who has a hedgehog that self-mutilates (biting, scratching, etc.). It can be a very scary and stressful situation, as they are literally tearing themselves apart. I haven't seen too much about this on the forum (which is surprising, because it covers pretty much everything you could ever need to know). Things that usually set them off (in my research and experience) are new or strong smells, new or loud sounds, a change in environment, and a few other scenarios.
My current hedgehog, Ollie, bites at his neck when any strong smells are introduced to him. I had used puppy liners which had a built-in attractant (to make the puppies more likely to seek out the pad) because the ointment had caused his regular bedding (aspen and carefresh at the time) to get stuck in his wound/scab. I was smart enough to air them out, but it was too close to his cage. This got him to bite himself, starting my long process of healing his neck over again. He could tear his neck wide open, or just bite at it enough to cause sores, swelling, bruising, or I could just find a few teeth marks.
It seems whenever he is close to or done healing, he ruins it by biting it open all over again. I have found wipes for dogs and cats that help deter them from biting at hot spots, skin irritations, etc. It's basically the bitter additive to nail polish that helps you stop biting your nails, without the harmful polish, of course. I find that putting these on any place he is starting to bite helps slow him down (I have used these about 5 times, and have yet to see them stop it completely) enough to calm down or buy you time to find another solution. They were around $ 4.50 at Wal-Mart, I'll link them at the end.
One trick I have used to get him to stop for 10-20 minutes is to put him in a warm bath up to his neck (wherever your hedgehog is biting), so that when he tries to get at it, he gets a nose full of water and doesn't try again while in the bath. I usually leave him in until the water starts getting cool, and put him on a towel. He won't try again for a while, if he starts up again at all. I know it's not always an option (for example, we were on a 9-hour car ride while he was at it), but it works best as far as I've found.
Holding him doesn't really work at all, he just puffs up and pops, squealing as he is tearing his neck open. Whatever you do, DO NOT PUT ANYTHING AROUND THEIR NECKS! When they roll into a ball (which is bound to happen because they are huffy and stressed) it will strangle them. You may think gauze and medical tape (anything to be wrapped, really) works to stop the bleeding, but you are essentially choking them. As an added precaution, you might think it's a great idea to take your hedgehog on a walk with a harness or a collar, but it's the same thing. For the sake of your pet, nothing should be wrapped or fastened around their neck.
It is very worrisome, and adds a whole other level of stress when owning hedgehogs. I will admit I have cried because I couldn't get him to stop, and he was screaming on the ground, biting himself open. I feel for anyone who has, are, or will go through this situation. If you have questions, please ask, I'll do my best to answer and help.
Bite wipes: http://www.petkin.com/Itch-Wipes-30ct-p/5316.htm