We really don't hear about pet hedgehogs getting fleas that often. If you read about wild hedgehogs you will find lots of information about them, as the poor wild ones seem to often be infested with them. But our pets seem to do quite well.
They can get fleas, and if you have a bad outbreak in your house, you will likely find them on your hedgehog eventually. I've seen a number of items used over the years, including kitten flea shampoo. I think if I had the experience I would talk to my vet about getting some Revolution though. The shampoos for fleas, while they may be safe, often are overly scented and can dry the skin.