No idea how he manages to carry them with all the spikes, but he does. He found one in the garden last night and tried to sneak it into the house, spotted him just in time and made him drop it. I'm sure he thinks its a prickly ball and wants to play with it on his bed.
He did the same thing last year, hedgehogs don't seem bothered, they keep coming back.
I really don't want them in the house though so will be keeping dog on a lead for late night garden visits.