Some of my mice are a little shakier than others. I think it's normal. If they're not showing any sign of sickness I think it's fine. I think maybe it's like some small dogs... know what I mean? My mom had a chihuahua once and she shook all the time. That's what it's like with some of my mice. The more skittish ones do it, and the friendly ones who like being held don't do it. I don't think it's anything to worry about unless there's some sign of sickness or injury. 
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Kadee Sedtal
"I wish I had a dollar for every time I spent a dollar, because then, yahoo! I'd have all my money back." -Jack Handey