Ideally, a few days of quiet handling is all that is necessary to help your pet adjust to both you and its new home. If, however, you are working with a hedgehog that has been neglected, abused or is very timid, you will find that additional measures must be taken to provide a low-stress experience for the animal. Readers working in animal shelters or other rescue situations are encouraged to read the book The Natural Hedgehog (see chapter 13, "Rescources") for a full range of techniques for dealing with neglected or abused hedgehogs.
The first and most important thing when dealing with a frightened or timid hedgehog is that you must be calm and relaxed when you are handling the hedgehog. Slow deep breaths and soft music can help provide a relaxed environment. You need to be able to ignore pressures and deadlines and ringing phones because gaining the hedgehog's trust can take a long time. Hedgehogs respond negatively when their owners are stressed.
Some hedgehogs will relax quickly, others may take days or even weeks of quiet handling before they become comfortable enough to venture out of a ball. Signs that the animal is beginning to relax are when it comes out of the balled position and begins to sniff at its surroundings. At this point, the hedgehog should begin to explore your lap cautiously. Once the pet is comfortable with you, begin to gently stroke the quills beginning at the rump and gradually move closer to the face. Be gentle but persistent. If the hedgehog cannot tolerate stroking, set it on your arm near the crook of your elbow and again wait for its hissing to stop. Gently scoop it up and move it to a new position. If necessary, pause for the animal to relax again. As the hedgehogs learns to trust you and accept handling, gradually increase the amount of contact.
Side Note
Have tracked the book down and ordered a copy - a useful read for us all I think