Never saw that before, and I used to feed the odd feeder mouse to one of my snappers all the time (basically if I had a snake that refused a thawed mouse). I don't think they digest the fur all that well though, and maybe it's worse with ally's because their system is more geared toward fish eating?

How big is the ally, and the mice you're using? You might try something like fuzzy-size rats instead - less fur.