Ya, that's the warfarin stuff. It does work but as noted they tend to go and die in the walls which causes a stink.
Also what I didn't mention is that their decaying corpses within the walls can muck up any insulation, wood, drywall, etc. It's minimal damage if it's only a few mice and not a HUGE deal but it can compromise the nice tight seal a meticulous insulation install provides. Lots of mice? That can get real yucky.
I've done lots of demo where you pull back the walls and you see all these carcasses and how they mucked up the innards of the walls. Again not a big deal but still.
And a reminder that if you have cats/dogs/whatever and they catch one of the poisoned mice and eat them it can seriously screw up their guts (vet bills, nasty poops, general unwellness or worse for smaller pets).
Seriously the steel wool, blocking up entry ways, removing all potential food sources an the like will get rid of those buggers for good. Without those types of steps being taken on top of any other traps/poison/etc methods your're just gonna have to keep massacring the little buggers.