My sister got some crickets for her frog at a pet store, and the next morning, THEY WERE GONE! Every single one! They were in a little plastic bag, so did the crickets eat two holes in the beag, or did the mice? There was one in our closet, on top of the hanging dresses, another on the book shelf in the closet, two, floating in the bathtub, and one in the living room! That's all we found out 2 dozen!
Crickets are very good escape artists. Not only can they jump, are small, blend in, and are slippery, they can fit into tiny places, and climb up walls, and bite holes. I would assume that the crickets escaped by themselves, instead of the mouse, theory, but than again, I'm not the EXPERT on crickets...
Actually, to tell you the truth, I wouldn't mind having that kind of thing(s) in my bed, just so long as none of the critters were poisonous.