You can get live, friendly mouse traps too, but what I do with my hamsters if they escape...
I set up a bucket with a ramp leading up e.g. books and put some of their favourite treats on there. In the bucket I put a lining of their bedding and put some other foods they like. It's worked in the past for friends also who lost their Dwarf Hamsters so I hope it will work for you.
If you don't know which room to put the bucket in, close all the doors you can with a couple of treats in each one and see which treats go.