Mix the quarter cup of lukewarm water with yeast and 1 tbsp of the honey and set aside for 5 minutes. The water should be warm to the touch but not hot.
Combine flour, salt, egg, oil, and remaining honey in a medium mixing bowl. Add water, honey, and yeast mixture. Gently mix together ingredients by hand until a soft, sticky dough forms.
Turn out dough onto a lightly floured surface. Knead the dough until smooth and passes the window pane test. Lightly grease the bowl with oil and place the dough back in. Cover the bowl with plastic wrap and set aside. Let the dough rise for about 2 hours until roughly doubled in bulk.
Gently deflate the dough and turn out onto a lightly floured surface. Divide into 8 even pieces and shape into ovals with one pointed end. Gently place the rolls on a parchment paper or aluminum foil-lined baking sheet, about 2 inches apart. Place a nut fragment on the pointed tip for the nose. Place two mung beans or raisins for the eyes.
Using a pair of scissors, make a row of snips from one side of the hedgehog to the other. Repeat until you reach the back of the hedgehog. If confused, see the video linked above for the technique.
Cover the rolls with lightly greased plastic wrap and let rise for 90 minutes to 2 hours until puffy. When you poke with a finger, the indent should slowly fill back in to about halfway. Towards the end of the rise, preheat the oven to 375 degrees Fahrenheit.
Make the egg wash by whisking together the egg and water or milk. Brush the spikes with the egg wash, but not the face of the hedgehog. This will help create a color contrast between the spikes and the face.
Insulate the bottom of the rolls by stacking your baking sheet on another baking sheet, or double-lining with parchment paper. Place the rolls in the bottom 1/3 of the oven and bake for 15 - 20 minutes. Remove from oven when the rolls are golden brown and make a hollow sound when tapped.
Remove from oven and place on wire cooling rack.