I prefer to bag them so they aren't wet and dripping on my snake floor when being offered to the collection but my b/f just puts them directly in the water when he feeds. Either works, nothing wrong with either way.
I use warmer water than most, especially for the bps, and haven't had any issues although really hot water is only for specific picky feeder issues otherwise it can cause the rodent to 'cook' and burst when being constricted.