You're not paranoid, you're compulsively suspicious! ha ha... Seriously though, You may want to consider buying your mice from a reputable source. The two I order from most frequently are
Rodent Pro and
American Rodent Supply.
I get quality mice shipped to my door, packed in dry ice. (I'm in Texas too, by the way and have never had a problem with them being completely thawed on arrival)
Not only that, but it will probably save you some money in the long run. If you have any problems with your hog eating frozen thawed, consider some scenting with live.