1. Substrate sticking to the prey is bad and can cause impaction or death.
2. If you thaw directly in water it softens the tissue and you are more likely to have to clean up rat guts.
Put it in a baggie and put the baggie in water. I think there are many threads here but the consensus is the hottest water your sink can make, exchanged 2x when it gets to room temp. Right before offering I change the water out once more and dip just the head in the water (still in the baggie, though] for about 15 seconds to heat it more than the rest of the body.