Mozzie had no problem putting a hit out on Keller so the idea of having someone murdered is not out of the question for him.

I think Mozzie put the hit out on Keller out of desperation, and could do it because Keller was a homicidal psychopath. At least, I don't want to think that Mozzie is so amoral he could wish death on someone who wasn't evil. Anyway, if he's going to whack somebody, why not Hagen? Hagen's the bigger threat.