I believe it's illegal to feed a live animal unnecessarily to another animal in the UK, by the way. "Unnecessarily" meaning you have to prove it is at death's door via starvation to justify it.
Factory-bred mice are usually put in CO2 chambers where they fall unconscious before passing away in their sleep. Home-bred mice may be less humanely dispatched, but for the most part live better, less crowded lives. Pre killed mice are either gassed or given a sharp blow to the head/tail pull which sounds violent but apparently is so quick they don't even know it happened by the time it did.