The mice shouldn't really smell too bad after they thaw, unless they were dead for a long time before being frozen.
Thawing any type of meat should be done in cool water, then when it is completely thawed, warm it in hot water. It may be that you're exposing it to too much heat and speeding up the decomp process.
The night before I feed, I take whatever I need out of the freezer and put it in the fridge overnight. The next day I put it in warm water for about 15 minutes, then hot water for 5. This method has worked for me from adult mice to large rats.
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