Yes, they are run by the National Mouse Club (http://www.thenationalmouseclub.co.uk/) and the London and Southern Counties Mouse and Rat Club (http://www.miceandrats.com/).
The NMC does not run any rat shows, but the LSCMRC does. I don't know if non-members are allowed to enter them though, you'll need to email them and find out.
Please don't let this offend you, but I doubt your mice will be of a suitable standard for showing. You can enter them, of course, but they wil be judged by the strict standards of the NMC, which are geared towards judging mice of the highest show standard. Pet mice will likely just receive a very poor report indeed. You can read the breed standards on the NMC website I've posted above and look at the pictures, this will give you a slightly better idea of what's required of a show mouse.
The NMC does not run any rat shows, but the LSCMRC does. I don't know if non-members are allowed to enter them though, you'll need to email them and find out.
Please don't let this offend you, but I doubt your mice will be of a suitable standard for showing. You can enter them, of course, but they wil be judged by the strict standards of the NMC, which are geared towards judging mice of the highest show standard. Pet mice will likely just receive a very poor report indeed. You can read the breed standards on the NMC website I've posted above and look at the pictures, this will give you a slightly better idea of what's required of a show mouse.