You're going to get a ton of bacteria growth doing it that way, which may or may not someday affect your snake. You wouldn't eat a steak that had been sitting out for hours (and if you would, you'd be camped out in the bathroom for quite a while afterward), so why would one do that to their pet?

Ideally, you should put the frodent in the fridge the night before to thaw, then when you're ready to feed you could take it out and let it sit under the lamp for a few minutes to warm it up, if you don't want to deal with water.