I will assume that the OP means 'cable' where he says 'conduit.' Otherwise, the post just does not make any sense.
First, I heartily encourage the pre-emptory use of either a Critter Abatement Technician (CAT) or, if you prefer,a FEline Replacement Rodent Eliminating Technician (FERRET).
Now that the damage is done, it's a judgement call. A megger can be a help,but it's no guarantee. Mice are quite capable of stripping the insulation without placing the wires into contact with anything else- making it possible to 'fool' the megger. Still, it's better than nothing, and may uncover other problems. A lot hinges on the scale of your problem and the nature of your inaccessible locations.
Another little detail is the age of your wiring. At some unknown date, cable manufacturers stopped making the plastics from soybean oil -which was the reason mice found the stuffso tasty. Since then the problem has been reduced. Still, since you already have a problem, I would want to change the wiring method to something with a STEEL covering. (Mice will chew on aluminum too). I would also want a real ground wire (as opposed to a 'bonding strip' in the jacket).