We feed our hedgehogs Spikes Delite Ultra with Insects. Spikes is the ONLY hedgehog food we recommend. If you cannot afford Spikes there are many cat foods that are great options! Please do not feed food such as Vita Prima, Any of the Exotic Nutrition hedgehog foods, Mazuri, etc, etc. "Hedgehog" foods are generally nutritionally lacking and contain all kinds of fillers that are not healthy for your hedgehog.
Some of the cat foods that are great options are Sportmix Wholesomes Cat food, Chicken Soup for the Soul, Fromm, and Royal Canin.
We send home a bag of food with all of our hedgehogs. If you choose to change your hedgie's food, you will need to mix this in slowly with the new food to avoid an upset tummy. Any food for your hedgehog needs to be high in protein (28%-35%) and low in fat (12%-15%). One tablespoon to ¼ cup of food should be fed a day. Be careful to not overfeed as African Pygmy Hedgehogs are prone to obesity. Remember, as long as your hedgehog can roll into a tight ball, they are good!
Some snacks that are great for hedgehogs are live insects. (Not bait shop worms/insects... Feeder insects like you would feed a reptile.) Mealworms and superworms are great options. These can be fed 3-4 times per week. Scrambled eggs and unseasoned meats cut into small pieces are other options. Fruit and vegetables can be fed sparingly as a treat since they contain a high amount of sugar. **No avocado, grapes, dairy, nuts, or dried fruit/veggies*