Yes we have that for our guys and it's hilarious!
Are the arms actually tunnels?
Yes they are.
depending on the size of your hedgie and the size of the doorway, if your hedgie decides to stay inside when you need to get hedgie out, I'm fairly certain hedgie would "win" that battle.
That's true. We only use it for our smaller guy. This way we can pick him up and get him out of the holes without injuring anyone. He's very active in it though, so we usually don't have a problem with needing to take him out of it since he's usually crawling all around it to begin with. The openings are a little bit too small for our "average" sized guy, so it has it's pros and cons. If your baby is small enough to not have to suck it in to fit through the holes, it's not a problem.
Another problem is washing it. I'm not sure how well it would keep it's shape, but luckily, we haven't had any accidents in it. He seems to enjoy though.