My late Patterdale used to love tearing out to see the hedgehogs at night but she never did more than sniff them, hopefully yours will have the sense not to attack them. What surprised me was how loud they can scream, one was clearly startled by the dog one night.
Ours shelter under a twisty hazel amongst the old rotting tree trunk sections that I have scattered around the edges of the garden. Also in an area where there is a tight accumulation of saplings, again I have put old knotty bits of wood in this area and let tall weeds grow here. They seem to like the leaf fall as cover so I drop some dry leaves near the nesting areas.