Hedgehogs don't really smell other than when they urinate and poo. They don't have scent glands. Their poo's don't smell very nice but there's not much you can really do about that as far as I can tell. Give the hedgies foot baths daily (just have them run in shallow water to clean their feet), a bath sparingly (like, once a month), clean their wheel/cage of any poo as soon as it happens, and clean cages once-twice a week. If after the cages are cleaned the actual cage still smells, I'd try a vinegar/water mixer. It'll neutralize any bad smells and clean the cage pretty efficiently without bothering the hedgies. That should help at least a little.
As far as them being overweight: Hedgehogs MUST have a large solid plastic wheel at all times. Hedgehogs run for miles at night and are very active and need that outlet to be able to exercise. Also, what kind of food do they eat? I would lower their insect intake slightly since insects are high in fat and switch to a high quality, low fat cat food. I feed mine Blue Buffalo weight control cat food. It's got really healthy ingredients and prevents my hedgehogs from getting overweight.