I haven't kept one but the wild hedgehog that lives in my neighbourhood is insanely sociable for a wild one, all the neighbours call him Reg the Hedge and I've even been able to pet him. From my limited experience offering any slugs and snails of the types that are safe to eat for them is fun, although my problem is my tortoises despite not being supposed to get much protein eat the snails for the calcium. That said I suggest cat food and no milk, milk makes them ill. I found that letting the wild one approach me and set the tone of what he wants does wonders since none of us have ever been bitten.