I also doubt that the mites would have come for the hedgehog. Have you recently bought any new herps or bedding?
You have to dilute the Nix with water though. 1/64 worked for me. If you just rub the Nix on your hands and then rub the snake down, you'll probably kill the poor thing.
Like Matt said, there are a dozen great threads on the subject. You'll find all the answers you need there. Good luck. Mites suck!