I would be a single man very quickly if a rat ever found it's way into our refrigerator, so I have used the warm water method for years.
I use hot tap water to thaw my rats to the point where I know they're pliable and not frozen in any fashion, they can be then fed directly if they're pups or small rats.
If they are medium/large rats (where the frozen rodent actually cools down the water)......then after thawing in the initial hot water bath, I will drain the water and let them sit in hot tap water again 15 minutes as well before feeding. I have never had one burst in many, many years of keeping snakes and I hope I don't have to (keep in mind my tap water isn't steaming when it's coming out of the faucet though, but you can barely keep your hands under it for more than a few seconds)
Everyone has their own method though, I think most larger breeders actually take a slightly different, but similar approach...
(BHB does this)......thaw all rodents in cold water (5 gallon pails), drain, then refill with hot water and feed.