The ability of semiconductor nanoparticles (NPs) to self-assemble has been known for several decades. However, the limits of the geometrical and functional complexity for the self-assembled nanostructures made from simple often polydispersed NPs are still continuing to amaze researchers. We report here the self assembly of primary similar to 2-4 nm FeSe2 NPs with puck-like shapes into either (a) monocrystalline nanosheets similar to 5.5 nm thick and similar to 1000 nm in lateral dimensions or (b) mesoscale hedgehogs similar to 650 nm in diameter with spikes of similar to 250 nm in length, and similar to 10-15 nm in diameter, the path of the assembly is determined by the concentration of dodecanethiol (DT) in the reaction media. The nanosheets represent the constitutive part of hedgehogs. They are rolled into scrolls and assembled around a single core with distinct radial orientation forming nanoscale "needles" approximately doubling its fractal dimension of these objects. The core is assembled from primary NPs and nanoribbons. The size distribution of the mesoscale hedgehogs can be as low as 3.8%, indicating a self-limited mechanism of the assembly. Molecular dynamics simulation indicates that the primary FeSe2 particles have mobile edge atoms and asymmetric basal surfaces. The top-bottom asymmetry of the puck-like NPs originates from the Fe-rich/Se-rich stripes on the (011) surface of the orthorhombic FeSe2 crystal lattice, displaying 2.7 nm periodicity that is comparable to the lateral size of the primary NPs. As the concentration of DT increases, the NPs bind to additional metal sites, which increases the chemical and topographic asymmetry and switches the assembly pathways from nanosheets to hedgehogs. These results demonstrate that the self-assembly of NPs with non-biological surface ligands and without any biological templates results in morphogenesis of inorganic superstructures with complexity comparable to that of biological assemblies, for instance mimivirus. The semiconductor nature of FeSe2 hedgehogs enables their utilizations in catalysis, drug delivery, optics, and energy storage.