I have been feeding my bp mice and now rats from Petco, and have not had any issues with the quality (although now I just put in an order to RodentPro -- even with high shipping costs I am still saving big over Petco).
Anyway, most of the frozens that I have fed to my bp have looked very close to live quality. It just may be that the Petco you are buying from doesn't move the inventory very fast so the quaility is not good.
Instead of going back to live, you could always buy live mice, and then freeze them yourself. I know someone has a sticky somewhere on here about making a simple co2 chamber that will humanely kill the mice.
Hope this helps...
George