I've had the same problem with my boys.... they played with tubes for about 5 seconds then got bored. They don't care about balls or stuffed animals.
I even tried the "put a mealie in a plastic Easter egg" toy... some hedgies are smart enough to get it out... mine aren't.
They're just wheelers... but I have let Jack explore around the living room. He's not interested in toys, but likes to crawl on/in/around things. So I set up obstacles for him... remotes, game system controllers, blankets, clothes, etc. He gets a chance to get some stimulation and I give him kibbles here and there like he's searching for food.
Spike though... not interested in anything AT ALL. Doesn't want to explore or do anything like that. He likes his cage (when he's not in a dither) and everything to be in the same place.