I took my hedgehog to a park and he nibbled the grass a bit too. I think that is fine. I'm not sure about the clover, I don't know if they are poisonus or not. As for the bug that is a little more dangerous because they come in to contact with chemicals that can harm hedgehogs. If it was just a small bug it is probaly ok. Look for signs of stomach upset (green poop, diareha etc.) If it's really bad then take him to the vet.