Animal protein

Animal protein is an essential part of the diet of many small rodents. If it is missing deficiency symptoms and abnormal behavior up to cannibalism will occur.

But not all animal proteins are the same. For the animals, proteins are most usable from sources they also use in the wild. So rodents catching mainly insects in the wild, should also get insects as source for animal protein when kept as pets. Species eating eggs, catching chicks, small mammals and other vertebrates can be offered poultry and eggs.
Take care that the nutrition of your mice always follows the natural diet in the wild.
In the following basic elements of animal protein sources are shown.

Sinai spiny mouse with a roach

Insects fit perfectly for all rodents to satisfy their demand on animal protein. You can offer them dead (dried for example) or alive.
If you want to offer living insects you have to test whether they will be eaten it or not. Some mice don't like living insects at all, others only have to find out that it's delicious. Be careful to feed living insects to some jird species - especially when there is aggression in the group. Aggressive behavior might occur after offering living insects. In these cases you should only offer dead insects.
Dried silkworms are common and are often sold as high quality food for koi-carps. Another thing often offered in shops are dried mealworms.
Have a look at the fat content of the insects. You better offer agile, living insects like crickets, roaches or grasshoppers to species tending to get fat. They have low calorie and make the mice move for their food. Mealworms and zophobas have a much higher content of fat and the mice don't have to move and jump to catch them.
If you buy living insects in a shop you better feed them for about a week with vegetable and fruit. In the shop the insects are usually not feed very well (with paper for example). That's why they don't contain much minerals and vitamins for your pets. But they do after feeding them with fruit and vegetable.
If you need a bigger amount of insects it might be worth to think about breeding them yourself.

Several species like fresh meat offered in one piece or as steak tartare. Especially pygmy dormice like pieces of uncooked meat hanging on a branches.
You can offer meat uncooked, cooked or roasted without any spice.
Meat fits best for all species who catch chicks and/or have a distinctive hunting passion. Best meat would be poultry.
Pygmy dormice like uncooked meat very much but they tend to spurn cooked or roasted meat.
Take care only to offer absolutly fresh meat. Older meat may cause illnesses!

Fish doesn't occur in the natural diet of wild mice. That's why you shouldn't offer it.

Many mouse keepers like to offer dairy products as a source of animal protein, but these things don't fit into a natural diet. That's why the mice's body can't assimilate them as well as insect protein for example. Furthermore it contains milk sugar that may cause digestive disorders.
Some keepers offer whipping cream. Originally it was used to offer medicine in it. For proteins it doesn't work because it is high in fat and low in protein (only 2,5%).
Dairy products as a protein source are a makeshift when you can't or don't want to feed insects, eggs and/or meat.
There is only one exception: Yoghurt may be helpful because of the bacteria in contains when your mice have digestive disorders.

Some rodents steal eggs from nests in the wild, for them eggs are a perfect protein source.
But cooked egg white can be offered to all rodents. The egg yolk contains much fat, so you should offer only little or nothing of it.
Whole eggs up to the size of a quail egg can also be offered uncooked to pygmy dormice. Usually they don't need any help to open such an egg. So you can offer the entire egg. Remove rests completely on the next morning. Take care and offer only fresh eggs to keep your dormice healthy!

The food you can buy for cats and dogs in many shops is only a makeshift because it is treated very much and you seldom exactly know what is in it. Cat food is higher in meat and also higher in protein than dog food. But there is a lively discussion whether the taurine in the cat food damages the rodent's health or not.
If you want to offer such food, you better choose a high quality dry food for big dogs.
Some people suggest bird food for Pekin nightingales and other insect eating birds. These mixes contain insects but they also contain things like crushed rusks, pasta, biscuits and other bakery products. So they contain too much sugar for mice und too little protein.

Translation
Angelus Noctis
Proofreading
Jedediah