I usually put the rodent in a ziploc bag and just let it thaw out in tap water for about 30 min, then dump the water out, let the sink get to the hottest temp water it can reach and let it sit for about 5-10 minutes. I usually blow dry it in my room (which is where his enclosure is) and when I'm about halfway done he's already surfing the glass because the smell entices him. That's just how I personally do it.

Oh, and making sure the head is warmer than the rest of the body really helps with them striking and getting it head first. I learned that the hard away after he took it bottom first the first couple of times.