  We present a novel pilot search for gravitational lenses in the mJIVE-20
survey, which observed $24\,903$ radio sources selected from FIRST with the
VLBA at an angular resolution of 5 mas. We have taken the visibility data for
an initial $3\,640$ sources that were detected by the mJIVE-20 observations and
re-mapped them to make wide-field images, selecting fourteen sources that had
multiple components separated by $\geq100$ mas, with a flux-ratio of
$\leq15$:$1$ and a surface brightness consistent with gravitational lensing.
Two of these candidates are re-discoveries of gravitational lenses found as
part of CLASS. The remaining twelve candidates were then re-observed at 1.4 GHz
and then simultaneously at 4.1 and 7.1 GHz with the VLBA to measure the
spectral index and surface brightness of the individual components as a
function of frequency. Ten were rejected as core-jet or core-hotspot(s)
systems, with surface brightness distributions and/or spectral indices
inconsistent with gravitational lensing, and one was rejected after lens
modelling demonstrated that the candidate lensed images failed the parity test.
The final lens candidate has an image configuration that is consistent with a
simple lens mass model, although further observations are required to confirm
the lensing nature. Given the two confirmed gravitational lenses in the
mJIVE-20 sample, we find a robust lensing-rate of $1$:($318\pm225$) for a
statistical sample of 635 radio sources detected on mas-scales, which is
consistent with that found for CLASS.
