Our dog has gotten it into his head that we want nothing more than to have a hedgehog as a pet. He's fetched us the hedgehog on multiple occasions. Yeah, we've taken spines out of his mouth/nose on more than one occasion. When he isn't fetching the poor thing he merely pokes his nose into it. The hedgehog is not amused in any way I might add.
You have hedgehogs in the yard? Cool!
We've only got possums and coons. Course, we used to have a dog that would fetch a possum and play "possum toss" with it- grabbing it, then it'd play dead, and he'd toss it up in the air and let it hit the ground, then lay down to wait for the possum to wake, then repeat for a couple of hours.