I thaw in a baggie in water. Then I either make the water hot for a few minutes and/or use the hair dryer, the hair dryer blowing on the rat sure gets his attention.
As far as feeling secure enough, I think he's good. He hides all day, comes out at night for a bit sometimes. I use these heavy stone turtle shell things, cost a bit, but they are nice and dark and heavy so they don't get moved around so much.
I guess based on the responses here I'll hold off switching to live and start offering every other week.