Litter training
1. Hedgie will always outsmart you; prepare for the unexpected
2. Set aside an area near the wheel for pottying. Most will potty on the wheel, so you can extend that potty zone into a bigger litter area right in front of the wheel. However, if hedgie has alredy selected a spot (like behid the wheel), then go with it. Make that the official potty area instead of "fighting" to move the potty area elsewhere. Only bother trying to move the potty area if it's in a bad spot like near or in the food/water dishes.
3. In the designated area, use something other than what you're using everywhere else in the cage. For example, if you're using fleece liners for the rest of the cage, use paper towels in the litter box.
4. When you find messies outside the litter box, clean up the pee and move some of the poop to the litter box. You don't want mounds of the stuff in there, just enough to hint "hey, poop goes here!"
5. When you're playing with hedgie and s/he gets that "I've gotta go" look - either the tail popped out and/or the wide legged stance, set hedgie in the litter bin to go.
6. Remind yourself: some hedgies get it, some don't, yet others seem to get it, but decide it's just not their thing. So stay nice and consistent with how you handle things... we're talking weeks/months here. Also, some get it as babies, then grow older and seem to forget, so you may need a few rounds of training.
Good luck!