Firstly, don't worry about feeding him for the first week or so. Your snake will be far more concerned about adjusting to new surroundings before anything else. Once he's done that however, I can tell you what I did since my BP was in a similar boat where he transferred from live to frozen/thawed after he arrived home.
Take the frozen rodent, put it in a little ziplock bag (don't reuse these btw) and leave it at room temperature for an hour or so (when you move to larger rats later on make it two hours). After that make a little bowl of hot (as in hot to the touch but not steaming/boiling) water and place the bag in it for 15 minutes. Finally, take the rat out of the bag and use a hairdryer in even sweeping motions to perform a final warming for 5-10 seconds with extra attention paid to the head.
This final hairdryer step is important because it gives the rat that final touch of heat to give the illusion of a warm body, which is crucial because ball pythons rely on heat pits (those lines of holes on either side of the face, distinct from the pair of nostrils that are on top of the snout) to detect prey. Once all that is done, immediately grab the rat with feeding tongs (if you don't have these, salad tongs will suffice in a pinch but get a pair of dedicated feeding tongs if you haven't already) and present it to the snake. Make it wiggle around a bit to engage interest and that should be enough to encourage a strike.