If you see a hedgehog out in the day running along with a baby in its mouth, unless it is in trouble, injured, or running in circles PLEASE LEAVE IT ALONE. Just stand back and watch to make sure she gets to where she's going safely.
It's a mother moving her babies as she's been disturbed. If you pick her up not only do you risk her killing the baby with her but you also condemn the other babies to death.