Are pet hedgehog's safe to be held with their needles?

Of course they are! Hedgehog quills do not have venom, but they can harbor bacteria.

Just make sure you regularly bathe them (about once a moth, more or less depending on their skin) and wash your hands after you're done handling.

You will feel a sting in your hands, or a slight burning sensation when you begin handling them. This is just because your hands are sensitive and not used to the sensation of the quills poking you. For me, it went away fairly quickly - within the span of 2 months - but it sometimes takes longer for other people.