I think it oozed because of your thawing method.
Try just thawing the rat in a baggie on the counter for 1-2 hours (depending on size of rat). I do this with all my mice and rats and have never once had an explosion
I have heard that hot water can actually start to cook the insides as well, turning them liquidy.
I do put my rats in hot water, not boiling, (again, in a baggie) once thawed for 15 minutes to scent the air, but that doesn't appear to change the insides.