It typically comes in the bedding. Years ago when I bred mice just for fun and had no reptiles (I was young okay?) I had the same thing happen and the local feed store recommended I sprinkle poultry mite dust on my rodents and bedding. It worked great on the mice and the pigeons I used to breed when they would pick up mites.
I would NOT recommend this for mice you're feeding to reptiles though...hopefully someone else will chime in on that part. Good luck!