Isa bin Numaylah narrates from his father that Ibn Umar (may Allah be pleased with them both) was asked about the hedgehog, and he recited this verse: "Say: I do not find, in what has been revealed to me, anything forbidden" [Surah al-An'am: 145]. An old man who was with him said: I heard Abu Hurayrah (may Allah be pleased with him) say: It was mentioned before the Prophet (peace and blessings be upon him), and he said: "It is one of the foul things." Ibn Umar (may Allah be pleased with them both) said: If the Messenger of Allah (peace and blessings be upon him) said this, then it is as he (peace and blessings be upon him) said.
This hadith has been narrated only with this chain, and it is a chain with weakness in it.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الضحايا / 19431
Sa'id bin Jubayr (may Allah have mercy on him) says that Umm Hufayd (may Allah be pleased with her) brought a lizard (dabb) and a hedgehog to the Prophet (peace and blessings be upon him) and placed them before him (peace and blessings be upon him), and he (peace and blessings be upon him) moved them aside and did not eat.
This is mursal; it has also been narrated with a connected chain, without mention of the hedgehog. Even if this hadith is sound, it does not indicate prohibition; it is as though he (peace and blessings be upon him) disliked it just as he disliked the lizard.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الضحايا / 19432
Milqam bin Talb narrates from his father (may Allah be pleased with him), who said: I did not hear from the Prophet (peace and blessings be upon him) anything about the prohibition of the creeping creatures of the earth. Even if this is sound, it does not indicate that they are permissible; but the prohibition of the snake and the scorpion has been transmitted from the Prophet (peace and blessings be upon him), and the Arabs too did not use them except out of necessity.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الضحايا / 19433