The night before I take what I need out of the freezer and put it in a tupleware-type plastic container and put that in my fridge.
The next day I put it in my bathroom sink with one of those BBQ meat probes resting on top of the pray to keep them from floating, and fill the container with water as hot as it can come out at the sink. Let it soak like that for about 40 min, drain and repeat, and then feed it.
Usually I do it tail-end up to try to get their noses to bleed a little bit.