In medieval battles, spearmen sometimes form circular formations to prevent being flanked e.g. at Falkirk, but I've never heard of this being done by hoplites. If they didn't form hedgehogs, why not?
If you're looking for the very specific tactic of forming up in a circular mass with spears facing in all directions, you won't find any examples in Greek history. I can't really say anything about the reasons for this without making assumptions about how hard it is for infantry to form a circle. I'll bow to the authority of someone with a greater knowledge of the schiltrom, like u/MI13, to say whether an untrained militia would be able to do such a thing. But I will say that a simple "no" is not a complete answer to your question. Firstly, there are several examples of Greek hoplites forming tight defensive formations to receive enemy attacks (especially cavalry attacks). Secondly, it was a well-established tactic for hoplites (especially on the march) to form into a hollow square, which was intended to create a defence in all directions.
On the first point: the hoplite was normally an aggressive warrior. His typical approach to battle was not to await the enemy but to rush headlong into them, hoping either to scare them into fleeing or to overwhelm them with the force of the charge. Hoplites were not professional soldiers, and received no training; they made up for their lack of skill and discipline with strong moral cohesion and fierce individual valour. Defensive tactics didn't play to their strengths.
However, there were some situations where hoplites recognised that a strong defence was their best (or only) hope. In these cases, they tended to draw their shields close together and stand their ground. At Thermopylai, once Leonidas was dead, the remaining Greeks retreated to a hill and fought to the end; the last pocket of resistance may well have formed something like a circle, beset on all sides by the Persians. Later on in the same campaign, the Phokians prepared to repel a Persian cavalry charge by digging in their heels and drawing their formation together as tightly as they could (Herodotos 9.17-18); this is the earliest explicit reference to what we might call a phalanx formation. Later examples involve, for instance, the last stand of the Theban infiltrators who tried to seize Plataia in 431 BC:
The Thebans, finding themselves outwitted, immediately closed up to repel all attacks made upon them. Two or three times they beat back their assailants. But the men shouted and charged them, the women and slaves screamed and yelled from the houses and pelted them with stones and tiles; besides, it had been raining hard all night; and so at last their courage gave way, and they turned and fled through the town.
-- Thucydides 2.4.1-2
When the Athenians were overwhelmed at Amphipolis in 422 BC, some of the hoplites made their final stand on a hill:
The Athenian right made a better stand, and though Kleon, who from the first had no thought of fighting, at once fled and was overtaken and slain by a Myrkinian peltast, his infantry forming in close order upon the hill twice or thrice repulsed the attacks of Klearidas, and did not finally give way until they were surrounded and routed by the missiles of the Myrkinian and Chalkidian horse and the peltasts.
-- Thucydides 5.10.9
Similarly, when the Spartans under Archidamos attacked the elite Arkadian eparitoi at Kromnos in 365 BC, they formed up in a tight formation and stood their ground:
As soon as the peltasts who were running on ahead of Archidamos caught sight of the eparitoi outside the stockade, they attacked them, and the cavalry endeavoured to join in the attack. The enemy, however, did not give way, but forming themselves into a compact body, remained quiet. Then the Lakedaimonians attacked again. The enemy did not give way even then, but, on the contrary, proceeded to advance.
-- Xenophon, Hellenika 7.4.22
These defensive measures seem to me to be functionally the same as forming a "hedgehog", with the added habit of retreating to high ground, if there was any available. The only difference is that these formations were never explicitly circular. At Thermopylai and Amphipolis they may have been, but elsewhere they seem to have faced only in one direction.
That brings me to the second point: hoplites may not have formed in circular formations, but they definitely formed into squares. The hollow square, which essentially consisted of 4 separate cooperating phalanxes, was used particularly when camp followers or light troops had to be protected from enemy attackers during the march. The front and rear would march in line, the sides in column. They would halt and face outward when a threat appeared. The hollow square is first attested in 424/3 BC; by 415 BC, the Athenians had learned to deploy (if not to march) in a hollow square, and used it to protect their baggage train against Syracusan cavalry during the first battle outside the city. These squares were essentially larger and more easily organised forms of all-round defensive formations, with the added advantage of providing space in the middle in which those who couldn't defend themselves could be protected from danger. While not used as a battle tactic until the Silver Shields did it as the last men standing at the battle of Gabiene in 310 BC, it was clearly used for the same purpose - to protect a formation against attacks from all sides. The main difference with a circle was that a hollow square retained some of the mobility of a regular formation.