After a nice little soak, I drained the water, rinsed him under the tap (much to his content), filled up the tub again, and rinsed all the body wash away.
He was a little surprised by the air at first, but then he just hunched over and let me dry him. I kept my hand in front of the blow dryer to make sure that the temperature never got too hot, and I always kept the blow dryer moving. Once in a while, I'd brush the quills to make sure they separated and got properly dried. Towards the end, I pushed him over to his side so that I dry under him too.
Bath time with hedgies is fun :)