i would try to get that extra shed off of him.

they way i thaw is......leave the rodent out for a long time in room temp air, and then warm it up with somthing, either a heat pad or a heat lamp works good, i tried the whole warm bag in water but the mice get wet sometimes.

i only feed frozen pinkies to my baby corn snake and pinkies are really easy to thaw, i dont know about larger things, such as rats, i just pre kill those.