I have checked my hedgehog and, on first inspection, he appears to be armed with blue touchpaper and a box of matches - there's no holding him back and he just wants to get the first Roman Candle on the go...I fear he may be a little over excited, there could be tears.
On a more serious note and seeing as how I've just had a rant, I'll add something useful.
Sadly I won't be having a bonfire, however, there are hedgehogs in the garden and the joy of catching snails and leaving them with a bowl of water to later hear them being crunched is very satisfying.
As you say, bread and milk is not good.