How old are they and where did you get them? Most breeders provide post sale support and could tell you if they have seen the same thing in their other hedgehogs. Possibly a picture of the blackish brown dots would help, some have odd colorings.

I would definitely suggest going to the vet as you are in the process of doing.
Good luck and I hope that it is nothing major!

 

To me the yellow tint looks like dried "weeping" like people wounds do. The bumps themselves look kind of like a heat/ friction rash you may have a hedgie with a bit of dermatitis/ excema in a way. Im purely speaking of course based on skin rashes ive seen on myself having excema. Though my hedgie had a smal cut right by the leg that would weep and yellow like that when i first got her its gone now but turns out she had mites.. still defs vet visit.