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I had a mouse with a similar tail problem. I think the vet mentioned dermatitis (I'll try and find the original thread) but my poor mouse ended up losing the end of his tail. The vet suggested I moisturise the tail and that seemed to work quite well.
Edit: I found the original thread but it looks like my post on the vet's visit is no longer there.
I just used a baby lotion.
Here's a pic.