Mealworms, Superworms, Dubia Roaches, Crickets and Waxworms are fantastic insect treats for hedgehogs. Hedgehogs love these insects! Although these insects should always be fed in moderation since they have a huge fat content, and too many insects could cause Fatty Liver. I recommend feeding 2 insects a day, but if you're hedgehog is a bit chunky, limit it to 2 insects every other day.