I thaw one of two ways: Overnight in the fridge, and then warm up in hot water....or thaw in a bowl of hot water. Whether thawing or warming, I put the mouse in a plastic baggie before putting it in the water. You may have to change out the water if it cools off before the prey is completely thawed. Be sure to use hot TAP water...not microwaved or boiled water because you might cook the mouse.
Until my snake went on his 3-month fast, I had great success with this. Now, for some reason, he doesn't want to eat the same size he was eating before...but when I offered a frozen pink, he didn't have any problem. Still working on that one.
Warming a mouse under a heat-lamp will often do the trick. Some people will hold the mouse with tongs, (or similar tool) and make it do the Mousie-Cha-Cha. This only works if your snake isn't really shy to begin with.