Your hedgehogs feet should be smooth, not dry & cracked.If your hedgies feet are dry/cracked use a touch of nonscented baby lotion & it should help.(if it continues for months you may want to take them to the Vet. to be sure its not mites of some kind.) You also want to watch for cuts on the feet, as they will sometimes run in their wheel until their feet are bloody. If this happens, remove the wheel, you may need to only schedule certain times for your hedge to have it.(or start looking for another more hedgie suitable one.)
Hedgehogs also need their nails trimmed so the best time to do this is when they are in the bath. Hedgehogs will almost NEVER stay rolled up if they are in water.. Hold them in the water a bit(head above water of course) & trim the nails a touch, be careful not to trim too close to the toe though!!!! If you do apply pressure to the wound(not too hard) & then I have found that the liquid bandaid works well for animal cuts to prevent infection.