In a large mixing bowl, combine butter, sugar, vanilla, flour, and egg. Beat until you get a smooth dough.
Wrap dough, or cover bowl with plastic wrap, and place in refrigerator for 30 minutes.
Cover cookie sheets with parchment paper.
Remove dough from refrigerator.
Form small balls of dough, and place on the parchment paper.
I use a small scoop to make sure the balls are all the same size.
Then go back and pinch the dough ball a bit to give the hedgehog a nose.
Repeat to fill the cookie sheets
Put the shaped dough back in the refrigerator for at least an hour. (or overnight)
You can't skip this step, or the dough hedgehogs will melt into a puddle in the oven. (You can put all of the hedgehogs together on one sheet for the refrigerator part to save space.)
Bake at 350 for 14 to 18 minutes depending on size. They should be browned at the bottom, and edges may just be starting to brown.
Remove from oven
Transfer the cookies on their parchment to a cooling rack. Let cool completely before decorating.
Melt Chocolates over a double boiler or in the microwave. Be careful not to let any water get into it, or it will seize up. Stir until smooth.
Put a few Tablespoons of the melted chocolate in a small squeeze bag or ziplock baggie. This will be used to make the eyes and nose.
Put the coconut in a small bowl near the workspace.
One cookie at a time-
Holding the hedgehog's nose, dip the top of the body into the chocolate. OR with a pastry brush, brush the "body" of the hedgehogs with an even layer of chocolate.
Then dip or sprinkle the freshly chocolated hedgehog with coconut (or sprinkles)
Set aside on parchment.
Repeat with all hedgehogs.
Cut a tiny corner off of the plastic bag, and carefully pipe two eyes on the hedgehog, then give him a nose on the tip of the cookie.
(This requires a semi-steady hand, there may be a drip or a point to the chocolate... don't panic! You can sort of fix it when the chocolate sets. Using your finger or a knife, you can pretty it up)
Let the chocolate set.