I allow them to thaw in a ziplock baggie in a bowl of room temp water for approximately an hour or until they are good and soft and feel room temperature through-and-through. I then transfer my bp to his feeding box (I have shredded Aspen substrate and don't want him eating any of that).
While he's chilling in his box I run a coffee mug full of 190f water and dip the mouse's head in the water for about 20-30 secs (still in the baggie) then check the head temp to be about my body temp, call in the kids (they love watching Monty eat) and feed..lather, rinse, repeat for mouse #2.