Welcome to Ball Pythons, they're awkward.

First of all, it sounds like you're using a heat lamp. Consider upgrading to either heat tape or a heat mat. In either case you need a thermostat controlling it. Ball pythons don't bask.

Secondly, don't handle your snake for a week or so, ignore that it exists. I always tell people when they first get a snake to take any photo ops immediately when you get it home. Any checking on the snake can just be added to the stress of getting it home. After that, leave it alone. Don't even look at it, just look at your pictures of it. It needs to get used to its surroundings, and become comfortable. After this you introduce food.

As for feeding it, thaw it out however you like (personally I just let them warm to room temperature by leaving them out for a few hours), then warm the rodent up with your light for about 5 minutes, focus the light on its head if possible, as this suggests a spot for the snake to strike. Try not to bake the rodent by forgetting it.