My hedgehog always poops in his wheel and it is difficult to clean. If I can't train him not to do this I am going to have to remove the wheel.

When your hedgehog becomes active, his system becomes active as well and he will poop wherever he is at the time. Many times this happens in the wheel and cleaning it is just part of being a hedgehog owner. Soak the wheel in hot soapy water in your sink or tub for 15 minutes and then scrub it with a scrub brush. Please don't remove the wheel as it is the only method of exercise your hedgehog has.