I remove mine from the freezer the night prior to feeding night and allow them to thaw in the fridge. I remove them from the fridge and put them in hot water (usually have to change the water about 5 times to keep it hot) and can feed most right out of the water. I have 1 that likes his hit with the hair dryer for a couple minutes before he'll take it.

This is the only method that I've found that avoids exploding rats.