The Nezumi-Tengu are a group of minions of the Tengu Shredder's army. They are a breed of rat-like demons, transformed from regular rats. The term Tengu was used as a generic term for Japanese demons in The Lost Episodes, and thus, was affixed to the characters' name.
Nezumi (ねずみ) is Japanese for rat.
Some promotional materials for the "Lost Season" misspelled the characters' name as "Nazumi".