Make sure whatever stuffed animals you give to your hedgie have no loose threads for that can get tangled in their feet and hurt them. I'd recomend they also not have stuffed animals with beans (i.e. beanie babies) in them or any similar of those kind of stuffed animals (which includes rice animals, straw animals, and any 'weighted' animals {where there is something in their feet to keep them steady}). Also make sure the eyes and other facial features are not embroidered, because a curious hedgie may knaw on it and loosen some threads, which you don't want. Make sure the the facial feature don't have googly eyes or "sewn" faces (button eyes or noses), because the the plastic of googly eyes can come off, and button eyes present a loose thread hazard. Go for stuff animals that have solid plastic facial features. Make sure any and all seams on the stuffed animals are tight and secure (cheap ones from walmart or those claw machines I'd be extra careful of because they are just made cheaply, and thus can be sloppy in make). Also, if you want to use beanie stuffed animals (like the hedgehog beanie baby because that would be too cute to resist), you could cut open a seam, get all the 'beans' out, refill it with fleece scraps/strips and it'd be much safer if your hedgie did happen to rip it open. Avoid at all costs, stuffed animals that have "hair" (see pic of my cat in signiture for a good example), it the same thing as a loose threads hazard.
I'd also avoid any super cheap (dollar store, claw game, etc.) stuffed animals because they are filled with left-overs from baby diaper productions, and the fillings are meant to hold moisture and disintergrate in a short time afterwards (within a few months or so, and they do that because of landfills), and if your hedgie spills (tips his dish) water or pees on it, you'd be safetest just to throw those kind out. Those stuffed animals don't last a year once they get wet.
I repair stuffed animals for one of my hobbies, so I'm sorry if I went a bit overboard in description...