Hmm... what about a mini fridge? You could keep that in your room turned up high and keep the rodents in there with a paper bag around the plastic bags (just in case). That way you could get a pack of, say, 25 and it would just look like some frozen package.

I'm pretty good at coming up with ways to hide things.

Oh, and BTW, those frozen rodents sold at Petco and Petsmart are horrible!! Don't buy them unless it's your ONLY food source! I used to work at Petsmart and used to use those rodents since they were 'conveniently' packed individually. They're frozen incorrectly...possibly even re-frozen, are filthy and stink even while still cold indicating improper methods. Bad juju.