It's so important that we continue to look after our hedgehogs, thank you for thinking to help this iconic species. If there's a hog that's happily snoozing, then the best thing is to leave it to sleep away. Don't move it, but the thing to remember is that they do wake up during warmer periods. Hogs don't sleep all the way through to the Spring and during warmer periods my wake for food and water. So perhaps consider leaving dry food out under cover over the winter period. There is lots of info on the British Hedgehog Preservation Society Website
https://www.britishhedgehogs.org.uk/ - look for guidance under the 'Information' tab.