A fabulous way to cook hedgehogs is to quickly saute them in oil or butter and sprinkle them with salt. Small mushrooms can be cooked whole, larger hedgehogs can be halved, quartered, or chopped as you like.
To cook hedgehog mushrooms without stewing them, cook only as many mushrooms as will fit in the pan you have in a single layer. Heat a frying pan or saute pan over high heat. Add about 2 tablespoons of oil or butter and once it is melted add the mushrooms (or the amount of them you're cooking in this batch). Cook, stirring, until they release their liquid, 3 to 5 minutes. Transfer the hedgehog mushrooms to a plate or serving platter and sprinkle with sea salt or fleur de sel and a bit of chopped parsley, if you're so inclined. Serve hot or warm.