Well, the Hedgehog requires an exchange of Black's c-pawn for White's d-pawn and that is not going to happen in the Grand Prix as White tends to leave the pawn on d3.
1.e4 c5 2.Nc3 e6 3.f4 d5 is not a bad answer, though. You just have to be prepared to play an ..e6 Open Sicilian in case White goes 3.Nf3 and 4.d4.
I hesitate in using the "standard" approach against the Grand Prix Attack when Black of fianchettoing the KB because that seems to play into the home preparation for White. I was wondering if anyone has some games they would be willing to share showing them using a "Hedgehog" formation against the GPA?