Please do not wash your hedgehog based on the simple fact that they were outdoors. Plain old water, even accompanied with a basic shampoo, will not kill parasites - so this is effectively pointless, and is not a preventative at all. All it does it stress your hog for absolutely no reason.
Regardless; many parasites are transmitted orally - your hedgehog will have to eat the host. Yes, this is a risk with bringing them outdoors... but it's not awfully common, and bringing your dog outdoors for even just a walk carries a much greater risk because they are often walked in high traffic areas. Hedgehogs, being insectivores, are pretty much always at risk of parasites, if they are brought outdoors or not. Even insects bred for feeders have the potential to transmit parasites to your pet. Side note; parasites (and other infections) can be in your home too. Other pets can track them in, and you can to. So there really is no wrapping your hog in bubblewrap and protecting them from zero parasites, ever, haha.
Personally speaking; I bring my hog into the garden during the summer, and so far she's loved it. There are some common-sense things like not to leave them unattended, and stay close to them at all times - if you want to be extra safe, you can set up a playpen in case they dart. Stay in your garden (public spaces will carry a much greater risk of infection, due to the sheer volume of dogs and other animals that can be present and pesticide risk), and parasites are the least of your concerns. Predators and potentially losing your hedgehog is what you need to be worried about.
I've also never heard of dandelions being toxic; daffodils are toxic to many species, but dandelion should be perfectly safe... as far as I'm aware, at least. I havent heard of any species to which it poses a toxicity risk; certainly not any commonly kept one anyway.