A meat based pet food is fine, the plainer the better, also a little dried hedgehog or cat food is good as it keeps the teeth sharp and clean. However, they can be very fussy and very cheap foods are not always acceptable. If you have a problem with cats stealing the food, try offering some unsweetened museli or weetabix and a handful of raisins. Alternatively a feeding station can be used. The idea is to provide something that is high enough for the hedgehog and its food to go under, but too low for a cat to reach the food.
You could try a paving slab on bricks (leave a gap between 2 of the bricks as an entrance hole) or get one of those blue plastic mushroom boxes (from supermarkets). Cut a 5” x 5” hole in one of the short sides so that when the box is upside down the hole becomes an entrance. Put the food at the far end and weigh the box down with a stone. Fresh water is the best thing to offer as a drink.