[SquirtleSquirt]

Teardrop shape is what you want your hedgie to look like. If your hedgie starts to get more round that's when you can cut back on the insects a bit. You can also introduce lower fat insects if the drastic weight gain is worrying you.
http://www.hedgehogcentral.com/forums/12-diet-nutrition/26025-guide-insects.html
If you scroll down there's a section that says how many. This guide should be helpful overall.