let them thaw a little bit before you warm them up. I feed mostly live but back when i fed frozen i would always set them in the fridge the day before i was planning to feed. I would pull them out of the fridge about an hour before feeding and let them start to creep up closer to room temp. About 15 minutes before feeding i do the whole rats in bag, bag in warm water thing.
So i take it cooked rat does not smell good lol? Slow and steady on the thaw is the way to go :d