Generally speaking, if a rodent was handled properly before freezing, and was thawed correctly, you shouldn't have them explode or burst. When a frodent is thawed incorrectly by taking it straight from freezer to the counter, warm/hot water, or a heat lamp, and/or you're letting it sit too long in the warm water after it's already thawed, that's when you get blowouts. You should treat a frodent the same way you would a steak or chicken breast and taking it out the night before and putting it in the fridge. When you're ready to feed, put it in warm water for a while (time depends on size; I do 15 minutes on my large rats, switching out the water 2-3 times as it cools), then very hot water for 5 minutes, then feed. Don't let it sit around for hours "warming up".

If you need to thaw right away, put it in COLD water until completely soft, changing the water as it comes to room temp. Then, once it's completely soft, do as above.

When people thaw anything bigger than a fuzzy on the counter, in hot water, or with a lamp, the outsides (skin) is going to start cooking/decaying before it's warmed though, which means it's weaker.