sounds like Monty is in blue. it must be exciting for your first shed to see him get blueish-grey. make sure to increase his humidity for the next week or so while he sheds his old skin.
anyway back on topic - many pet stores skip sizes between feeders. for example, in my area the big chain pet stores skip from pinkie rat to small rat. however, there are a few sizes in between - fuzzy, crawler, weanling. the crawler is about the size of an adult mice and weanling the size or a large mice. u might have to go to another source - reptile shop, breeder or online retailer to get the correct size feeder.
also when their eyes are misty/blue, they can't see well. Make sure their prey is heated well, as they can still use their smell and heat pits to locate prey.