Grumpy new hedgehog

I brought my hedgehog Priscilla home 4 days ago and have taken her out a few times to play with her. She's obviously very nervous and it took a lot to get her to even take a mealworm from her bowl with me there (she doesn't seem too fond of them). I'm trying to just use my hands to touch her and play with her, but on the occasions I've had to pick her up in a hurry I've needed rubber gloves as she huffs and puffs quite vigorously and it REALLY hurts, even with gloves!

I realize it is very early days but is there anything I can do, or any advice on getting Priscilla to trust me? She's happy to flatten her quills down in her cage, and even when she is out on the floor if she isn't touched she's fine, but as soon as she feels something brush her back she's balled up and making the most awful huffing noise.

I have cut up an old non fraying tee that I slept with for a night and left it in her den, which is a large plumbing tube. She kicked it out, but at least it's in the cage to get used to. Today when I played with her she clambered all over me although if I even flinched she was back in a ball - hedgehog quills on tummy? Very painful.

Her night life is good; she is running on her wheel (too small but I am giving her my home made one later today) and eating the things I'm putting out for her, which have so far been a hedgehog food soaked in water, a small bit of Whiskas fish cat food and little bits of what we might have for dinner, such as a few bits of plain rice or some small chopped up cubes of pepper.

She seems to have horrendously dry skin - at least I think - but I am having trouble finding images of what healthy skin should look like. It looks very flaky between the quills although her pink underbelly is lovely and smooth. I've got her first vet check up next Tuesday to make sure she's doing well from the get go, but any advice would help. I know about Aveeno baths but I don't want to freak her out with the prospect of water quite yet.

Any advice you can give me on stopping her from being quite so nervous and defensive would be great. I see these images of hedgehogs upside down in their owners laps and I want that for us one day.