Yes, it is okay to bathe your pet hedgehog occasionally. Hedgehogs can benefit from a bath to help keep their skin clean and to prevent any potential skin issues. Be sure to use lukewarm water and a gentle, unscented shampoo specifically made for hedgehogs or small animals. It's important to dry your hedgehog thoroughly after the bath to prevent them from getting too cold. Additionally, make sure to monitor their behavior during and after the bath to ensure they are comfortable.