Federated learning (FL) has been emerging as a new distributed machine learning paradigm recently. Although FL can protect the data privacy of participants by keeping their training data on local devices, there are recent works raising new privacy concerns especially when workers or the parameter server of FL are untrustworthy or malicious. One effective way to solve the problem is using hierarchical federated learning (HFL) where a few middle-layer aggregators (or called group leaders) are used to aggregate local model updates from workers and send group model updates to the parameter server. In this paper, we consider the participant selection problem of HFL in an edge cloud with multiple FL models, where each model needs to select one parameter server, a few group leaders and a certain amount of workers from edge servers to jointly perform HFL. We first formulate this problem as a non-linear integer programming, aiming to minimize the total learning cost of all models while satisfying the constrained edge resources. We then design a three-stage algorithm by decoupling the original problem into three sub-problems and solving them iteratively. Simulations with real-world datasets and FL models confirm that our proposed algorithm can efficiently reduce the average total learning cost in edge cloud compared with existing methods.