When George talks about seeing shadow rodents, it's always matter of factly, and thrown in with the other paranormal events he claims have happened to him. He says 'I've seen shodow rodents, I've had an out of body experience, I've this, I've that'.
He tosses it out there with zero explanation, as if they are as well known as UFO's, Bigfoot, or the Loch Ness Monster.
I think it's supposed to be in the same vein as Shadow People, but more exotic. Perhaps George is just confused.
Ever notice any mention of 'Rods' has disappeared? Did he lose that cue card? - it probably got crumpled up, covered in pizza grease, and left the office on the bottom of Tommy's shoe.