Most breeders and owners will agree that male hedgehogs should NOT be allowed to cohabitate. Allowing them to do so has led to multiple fights. Some of these are minor, with little or no physical damage, but others have been extremely violent and even led to the death of one or more of the males.
Intact males and females (that have not been neutered or spayed) should also not be allowed to cohabitate. Doing so will result in repeated breedings that result in the parents destroying the babies that are born. It is not healthy for the female to be continually pregnant, and can cause her to be in poor condition or even die early. As well, it can be very unpleasant to clean up the leavings after a litter has been slaughtered.
Once the two girls have figured out who is dominant, these behaviors will normally stop. If you see the two girls biting each other, or bullying each other more than just the token attempt, you should separate them and try some other day. If they seem to play nicely together, you can then attempt a partial cohabbing arrangement, where the two girls share a space as long as someone is at home to be aware if there are any problems. If this is successful, you can try a permanent living situation.
Do be aware though that some girls are quite happy to share a cage, but may not be willing to share some furnishings. The wheel is often a reason for disagreement between cohabitating hedgehogs. If both of the females are avid wheelers (or toy addicts, or sleeping bag hogs, or whatever) you should be prepared to provide the necessary accessory for each hedgehog.
Photo courtesy of pogstarhedgehogs.com