Hi. I haven't tried the clay method but thought I can share some thoughts. It is widely known that gypsies here eat hedgehogs as they are abundant and easy to kill and rumor has it they 're yummy too (the hedgehogs). The clay method could work though I'm not sure what cooking an unskinned animal can give. The way shown in the link is similar to what can be done with poultry. However, if their spines are made of keratin like bugs, horns, our hair and fingernails burning them might result in a ozonous, most unpleasant smell you 'll probably want to avoid. Also, I believe hedgehogs are considered inappropriate for human consumption nowadays and another thing is that it's always better to wait a couple of days for a killed animal to get ripe (don't know how to say this). Just my two cents.