^
Shedding quills is normal. But if everytime when you play or bath it, the quills falls off and you think is not normal. Could be stresses also, but this is highly unlikely. Don't worry so much, happens to mine to when I dry them with a tower.

If your litter training project doesn't works, you can try Hiyuki's method. which is:
1) change the litter tray bedding into the habitat bedding (The bedding where it always poo and pee on)
2) use different material for the habitat

Good luck