Mosaic tile for showers should be paper faced or film faced. Film faced tends to work a bit better, since you can see the alignment of the tile more easily.
Try not to use mosaic sheets in a shower. You need 95 percent coverage from the tile mortar to the back side of the tile, and many of these mosaic sheets are prepared with a water-based adhesive. As with natural stone, soak test any sheet tile to ensure that the glue or adhesive does not smell or break down with water.