Mites can live in aspen shavings, before using any new bags of aspen you should freeze them to kill any mites that may be living in them. Liners are a better alternative to aspen. They just need to be washed, are more comfortable, and don't get stuck in sensitive areas like aspen shavings can. Years ago my sister had a hedgie that she kept on aspen and the aspen would fall into his ears and cause nasty infections. I stay away from it.
If you do get mites, the best treatment seems to be using kitten revolution. It's a topical flea medication for kittens and puppies that you get from your vet. Since hedgies are so small, they only need a drop or 2 of the revolution. With my experience, it's best to treat them once, then again about 2-3 weeks later. Everything in the hedgie's house must be sanitized to kill any mites that could be living in the cage. My vet recommends using diluted bleach water and being sure to rinse everything many many times.
Some vets recommend ivermectin injections. I did try these because I had used them with my rats before knowing about revolution. Ivermectin and revolution are in the same drug family, but ivermectin can be deadly if not administered in the proper dosage or by a skilled vet. It was also more expensive for repeated injections and didn't work nearly as well.