I have some that get bloody and some that don't. I get mine from Rodentpro so they should all be culled the same way, I believe CO2 chambered, which should have the same effect as the dry ice on the ones you have. I also thaw with the baggy method, almost the exact same way you do.

My theory would be that CO2 gas, from canister or ice, is very cold. Before the mice die their lungs and nasal cavities could be damaged by the cold. Thawing allows for blood frozen around these internal wounds to seep. So they should be safe.

The only concern I would have about your mice is their origin being medical research. As long as the laboratory has given you a guarantee they are not selling you mice that have been treated with chemicals or hormones they should be fine, but I am a worry wort and would shy away from any that have been genetic modified for ontogentics (cancers) and such.
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