Hm....Having the length of the closet would help. Height would be good as well, as I wonder if stacking cages might be an option?
This cage might be something you could use. The only thing is it doesn't look like there's a larger door on the top of the cage, and I can't tell if the front door looks like it'd be big enough to get the wheels in/out. It may be that you'd need to detach the wire part from the metal base to get the wheels out for cleaning, which would mean you couldn't stack them. Still, may be a possibility.
There's also this cage, which some people have used and really like - http://www.petsmart.com/small-pet/ca...pfm%3Dcategory
This one would probably depend on how much length the closet has to it. If you only have enough room for two of these, perhaps you could use the cage divider and make it more solid, then put a hedgehog on either side? I know the downsides I've seen from this cage include that the floor is just canvas, so it's hard to move by picking it up if you have everything still in the cage. It's also on the wide side, which could make it difficult to get into the room or get into the cages.
Another, may also have stacking possibilities.
And another, a little bit shorter if length is a problem with the previous one. Can't tell if the wheels come off or not, so not sure if it could be stacked (or if the front door is large enough to get a wheel out through).
I hope maybe one of those might help, or give you some ideas on what to look for! Let us know the length & height when you have a chance to get the measurements, that may help with suggestions.