I've been bitten by Pepper a couple times too - I know it wasn't out of anger, though, because he licked my finger first and then bit. I guess they smelled yummy :lol: But I don't think you can really teach a hedgehog what's acceptable to bite and what's not. I don't know if they're colorblind or not (I'm guessing they are), but I don't think they'll know the difference between a yummy-smelling finger and a piece of chicken
So all you can really do is what melissa said - keep your fingers away from his mouth.