Self-assembly methods are provided for making hedgehog-shaped microparticles or nanoparticles. The method may comprise combining a metal-containing (e.g., Fe, Au) precursor, a chalcogen-containing precursor (e.g., Se, S), and a self-assembly additive (e.g., dodecanethiol (DT), oleylamine (OLA), hexadecyltrimethylammonium bromide (CTAB)). At least one hedgehog-shaped nanoscale, mesoscale, or microscale particle is formed that defines a core region formed of a first material and a plurality of needles connected to and substantially orthogonal to a surface of the core region. The needles comprise a second material. At least one of the first or the second material comprises iron or gold and optionally selenium or sulfur, for example, iron diselenide (FeSe2). Hedgehog-shaped microparticles or nanoparticles formed from such self-assembly methods are also provided. The semiconductor nature of FeSe2 hedgehog-shaped particles enables their utilization in biomimetic catalysis, drug delivery, optics, and energy storage, by way of non-limiting example.