Yeah probably not to feasible. It would be nice like you mentioned as there’s always the naked mole rat. I do remember someone making them for zt2 but if I remember right it was just scenery. That’s probably the best you could hope for really.
The naked mole rat seems to me to be the only real 'small mammal' that could live in a smaller terrarium-like exhibit.
I think it's important to note that the reason zoos can successfully keep reptiles, amphibians, and invertebrates in little terraria is because typically none of them move much. In the wild they travel for food - in zoos they eat less and travel less. It's a balancing act between metabolism and consumption, but due to these animals being typically simplistic they don't need a huge amount of space to burn off excess energy or to track down more food to restore that energy.
Mammals are different (and so are birds, which is why zoos
rarely keep birds in small cages like you might keep a pet in). Not only do poorly ventilated glass terraria cause myriad respiratory problems in mammals that can't easily regulate their temperature (again, mostly due to the difference in metabolism between cold-blooded and warm-blooded animals), they also need to move a lot more to keep their heart rates up and their metabolism controlled. Obesity occurs a lot more quickly in mammals and birds than other animal families.
Even something like the pygmy marmoset (which I have seen cited as an example of a good "exhibit mammal" here before) is usually kept in something at least two and a half times as large as the in-game exhibits (and usually with a mesh roof to let the air/climate in, or enough space that it doesn't matter). Squirrels, hedgehogs, and so on are all the same in this regard.
Most small mammals people want would be fine as habitat animals anyway, I believe. Tamarins/marmosets and meerkats seem to be the most often requested (and sloths), and I'd much rather build a small habitat for them.