Particulate bedding (like shavings) can be a problem. I would toss out any un-used bedding and super-clean the area in which it was kept - vacuuming and scrubbing as is appropriate.
In the future, I'd steer clear of things like shavings. Instead, use fleece cage liners. They don't harbor mites, won't go "bad" with mold, rot or mites, and can be cleaned for re-use. You can get started with the fleece now. Actually, I'd recommend making the change now. You don't want to get in the situation where you've killed the mites that were on hedgie, but then hedgie keeps getting them back because they are living/hiding in the bedding.
You'll want to treat him with Revolution. The standard regimen is to treat once every two weeks over the course of six weeks for a total of three doses. You'll put a drop or two behind his head, near his shoulders, then wrap the rest up super-super-tight... it will dry up on you if you don't. Repeat in two weeks. And repeat in another two weeks.
You'll continue to see some quills drop even after he's had his first and second doses... maybe even the third depending on how severe the mite situation has been. The ones that keep dropping after he's had his meds will be the quills that were already damaged by the mites. You should see the beginnings of quills growing back in very soon. It will take between a few weeks to few months (depending on how bad the situation was) before they're grown in all the way.