So pleased to hear you have a hedgehog visiting your garden. I always think it is rather wonderful when a wild animal chooses to share our gardens with us.
I think you are absolutely right to consider the hog’s wild life. What we feed should really only be supplementary. Ideally, it is best for the hedgehogs to be able to find their own wild food and for us to help them out when needed, i.e. if the weather is very dry, before and after hibernation etc. If they have a good source of natural food, that is probably better for them than any of the things we feed them. Water though is very useful for them, as they cannot always find that in the wild. So a large plant saucer of water would probably be welcome for them. (They are a bit inclined to walk through the water, so a large straight sided saucer is less likely to tip over).
I find it is useful to give them a bit of food, so that I can keep an eye on them (from a respectful distance), and make sure they are ok, but I normally only leave food out for an hour or two each night, and hope that they are foraging for themselves for the rest of the night. You can encourage them into your garden, as well, by improving the places where their sources of food live, ie. by leaving wood piles, making beetle banks, etc. and not using lawn treatments, slug pellets, etc.
Cats are usually not a problem to hogs, but some dogs will attack them and can kill, or fatally injure them, so it is always best to beware with dogs.
Good luck with the hedgehog. Where there is one, there may be more and perhaps you may be honoured by having some hoglets in the garden one day.