Their hairs are similar to a hedgehog...real course
I would not use them if you feed live simply because their tails are very delicate. If they wriggle when hanging from tongs, there is a good chance they would break away from their tails.
If one gets injured, in my experience, they'll pack together and kill it by taking turns biting and nipping at it...not pretty

If you were looking for something smaller than an ASF with softer fur AND low odor...look into zebra mice. Their fur would not be an issue and they don't really produce a foul smell.

Hope this helps!