It is definitely safer to gently dry a piggy with a hair dryer than to leave your piggy damp- they might get chilled and even sick. What I do is fill a small laundry basket with lots of clean towels, then I put the piggy in and gently dry them from above from a couple feet away, with the dry on low/warm and constantly checking how hot it feels on my hand. Most piggies will never like being dried and they will move around a lot, but keeping them in a contained space makes it easier than trying to hold them at the same time. When I bathed all time of my piggies I put them all in the laundry basket with towels and dried them all at the same time! They also had a tray of veggies to keep them distracted.