If some were consumed (as long as they don't contain harmful ingredients that are toxic) it probably wouldn't hurt. But why would you want to? It's not going to add anything to there diet. Presuming that good cat kibble is given nothing else is really needed. Fruit, veggies and meat add good things to there diet but dog treats wouldn't really. So why bother?
I can see that they would be okay for rodents to keep their teeth healthy since rodents' teeth continually grow, but a hedgehog's teeth do not continue growing like that so something for chewing isn't necessary. However, I don't know the nutritional values on milk bones or anything, so I don't have an opinion about that! Sorry!
They would probably be too hard for a hedgehog. As adena said, hedgehog teeth do not constantly grow like rodent teeth, so they don't chew on things. There's no real need to feed them to a hedgie. Just stick with safe fruits and veggies for treats, plus insects.
Yes, Milk Bones are too big and hard for a hedgie. They can't get their little jaws around something like that and take bites. Since hedgies are not rodents, they don't need things to wear their teeth down.