Here are the insects I feed & how I keep them. I've also included a graphic for where to purchase them online (I personally prefer RainbowMealworms), a graphic on what else to try if your hedgehog doesn't take to insects the first or even the second time, as well as a graphic with other insect options you can try that I may not have listed here:
*Information on BREEDING these insects & more ways on how to keep them can be located in the Guides*
ℂ𝔸ℝ𝕀ℕ𝔾 𝔽𝕆ℝ 𝕃𝕀𝕍𝔼 𝕊𝕌ℙ𝔼ℝ𝕎𝕆ℝ𝕄𝕊/𝕄𝕆ℝ𝕀𝕆 𝕎𝕆ℝ𝕄𝕊:
Typically superworms will arrive in a container with some kind of substrate or in a bag with possibly some newspaper.
You can keep them room temperature. I personally try to find some place slightly darker to store them.
You will want to take a large container (I purchase them from the 99 cent only store) & dump Old Fashioned Oats into it (an inch to 2 inches is fine) Do NOT use quick oats. Just Old Fashioned oats will do. This will be your substrate & the worms will also use this for food.
I then separate the superworms from the bag or container they came in & put them in the new container with the oats in it.
I personally put a solid surface like a lid or something flat like that to put their water source on (you can put it directly on the oats, I just do this to try to limit molding)
For their water intake, you will use all the things you want to gut load them with. Most commonly used is romaine lettuce, carrots, or potatoes. Make sure to remove the old food & replace with new food at least every other day. Whatever you feed them for water intake is what your hedgie is going to get the nutrients of in 1-2 days time of the worms eating it.
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Wax worms are easy. I personally keep them in the container they come in & feed them off that way. Note that if you leave them room temperature they may pupate faster & these little guys turn into moths. If some do happen to pupate, hedgies can eat the pupae, too! But, to prevent them from turning so quickly you can place the container on the inside of the fridge DOOR. Anywhere in the fridge outside of the door will be too cold & risks killing them. In the door they will go dormant. So, they will no longer move. But, as long as they are not dark black, they are still alive & can be fed. I usually feed these off before they need any form of food, but they can be fed carrots & things similar to superworms if need be.
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𝕃𝕀𝕍𝔼 𝔹𝕊𝔽𝕃/ℙℍ𝕆𝔼ℕ𝕀𝕏 𝕎𝕆ℝ𝕄𝕊/ℂ𝔸𝕃ℂ𝕀 𝕎𝕆ℝ𝕄𝕊:
These ones are also quite easy. They should come in a container with everything you need. As such, you can keep them in the container they come in. These ones you'll want to keep room temperature. After while, if not fed off, they will turn into flies. So, be on the look out for that. These ones don't technically need to be fed or moved or put anywhere special. Just room temp in the container they came in. They also feed off of the substrate they come in so there's no need to add food, either.
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Without having a colony & breeding them (which can be found in the guides on how to do) I only get enough to feed my hedgies for a week. Because I only get this amount, I keep these in the container they come in as well - room temperature. These I also typically feed off before the insects need to eat, but they can eat the same thing as superworms as well of needed.
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None of these 4 listed require special climates. Dubias may require humidity & heat to breed, but not to just feed them off. The only one that has you even move them containers is the superworms, & that's just to make it easier for you & allow you to gut load them. I have yet to feed crickets, but if I were, I would just get a cricket keeper & feed them calcium blocks, & read up on what else I would need for them (which is also included in the Guides).