As omnivores and meat eaters hedgehog poo can be quite smelly, and as he tends to poo on the go in his exercise wheel I have to clean it every day. I wash the wheel in the bath with a toilet brush (specially for the job) and remove dirty sawdust. I clean out the cage once a week, this is also when he gets a clean hedgie bag.
He has a wash a couple of times a week (just to clean his feet) and a bath once a fortnight. When he has a bath I use a very small amount of baby shampoo and clean his tummy and feet. Then I use a soft tooth brush to clean between bristles, he gets fluff from towels and house hold dust in between there.
He doesn’t swim -some hedgehogs do- but he does like splashing and waddling around in the bath. Hedgehogs skin can easily get dry and flaky so I spray some baby oil mist on his body to keep it from drying out.
I use a camping towel to dry him of, it is not fluffy and good at absorbing moisture quickly so he doesn’t get cold. I might invest in a cheap hair dryer in the future, you can use the cool settling to dry your hedgehog quickly, but warning use very cautiously! (Besides he might not like the noise.)