I try to let it thaw out first but i put the rodent in a ziploc (I buy the zip lock knock off ones for like a buck a box of 50). Microwave a big cup of water for about 45sec. place the rodent in the ziploc and set it in the water until body temp is warm(you can tell thru the bag). I place it so the ziploc is at the top and out of the water.
Make sure it is warm all the way thru and no longer frozen as frozen is not good for the snake.
And always prescent for about 1/2 hr. I place a thawing rodent on top of the enclosure. This gets the snakes in feed mode.