The flying saucer is a fine wheel to use. The only concern that is ever brought up is that the angle of running (because they tend to cross their legs over when they run on them) may cause some joint and mobility issues in the future. Of course, these wheels have not been around long enough for anyone to know for sure. A lot of people of here do use them. If you are worried about joint issues and your cage is large enough you can leave the flying saucer in, but also pick up an upright wheel like a comfort wheel. That way your hedgehog has a choice of which to run on. Just make sure you secure the comfort wheel to the side of your cage.
Personally, I think they are both a major pain in the butt to clean, because of the ridges. If you want to go ahead and invest in a wheel, I would look into buying one of the custom wheels from people on here. Larry makes a great one, and there are others too who have posted in the "for sale" section.