Yeah, I've been trying to do that as well. I've been warming them to temp sitting in hot water (from the faucet) and/or under a CHE. I use an IR gun to get the temp up to 100 degrees and warm to touch.
I tried frozen rat pups in the past and he didn't go for it. I went back to mice since I figured that would be easier, and it'd be only changing one thing at a time. My intention always was to go to rats; instead, he's been eating 2 mice per feeding to reach 10-15% body weight. Overall, he seems like a pretty picky eater, but I only have one BP and no basis for comparison.
Is braining the mice splitting their heads open? If so, no, I haven't done that yet. What's the typical method for doing this?