Well...I take my rodents out of the freezer first thing in the morning and let them defrost throughout the day. Once they are fully defrosted, I turn the oven on broil and them them heat up for a minute or two. It does a nice job without them getting soggy or overheating and exploding. So, the oven thing works, as weird as it is to bake rodents.
FYI, sometimes they will make the kitchen smell a little funky for a few minutes.