i definitely don't use the hairdryer for my feeders. i also completely skip the thawing them in a baggie thing, personally i think it stinks, and a little water doesn't hurt the snake anyways.
i just take the feeders out of the freezer, and throw them in a big bowl (i unthaw about 15 feeders at a time) of LUKEWARM water. once the water is cooled down because of the frozen mice, i drain, and refill with luke water once or twice more, then when they're ready to feed (after you've squished their tummy to make sure it's not frozen in the middle) i fill up the bowl with much warmer water.
haven't had one burst yet.