It would seriously bother me too. It is one thing having a reason for activity but falsification of paperwork which is your legal, due diligence defence is wrong. I've worked in bakery in the past in an interim role and it's notorious for pest issues.
At a first point, I'd talk to the pest contractor and ask them to report reality. This may put you at odds with management, however, if they are openly, in writing prepared to admonish you for telling a pest contractor to do their job properly, then that would be a communication to save for if / when you decide to leave / are pushed due to the fact you have integrity. (Sorry I'm a realist here...) Next, I would be having the pest contractor in for a call out visit because of what you've found and I would accompany everything they do. I would set breakback traps inside (these need to be checked very regularly, daily I think) and possibly glue boards (need to be checked every 12 hours). I would check proofing issues. If they are coming in with the eggs, why? Can you unload the eggs in a dedicated area so they don't get inside the factory? How are the farmers storing the eggs before transport? Can that be improved?
Be warned, don't assume that it is an ingredient issue (or only an ingredient issue). I've known many people do that and regret it later. Work on the ingredient but check the plant thoroughly. Are there any gaps into cavity walls? (They only need to be the width of a pencil to be big enough.) Check all dimensions, not just walls, voids, but check above too. If you have CCTV or could use a webcam, gopro or similar, might be worth setting up a camera at night to find out where they're coming from. Tracking powder can also be useful and mouse wee can be picked up on a UV torch too.
My gut feel is you have them or still have them coming in with the eggs but probably also have an infestation. There is no point the management sticking their heads in the sand about it, if it's not addressed, it will only get worse. If you have the money, Acheta are a good company to get in but charge a fair whack. One of your retailers finds it though... Your business will be at risk as you will probably lose that retailer. BRC or an EHO finds a mouse running over their shoe? Your business will temporarily or permanently close.