I would very strongly recommend against coco fiber. The fact that it is small bits seems, anecdotally, not to matter regarding a blockage risk. Coco chip doesn't tend to stick to rodents, and is a good option in my opinion (it is what I use for all snakes that need a moisture tolerant substrate). Coco chip can be purchased in different sizes, and these sizes can be chosen in part on whether the snake is likely to ingest that size chunk.
Thawing the rat out in the air at a warm room temp works well for me for thawing scores of rodents weekly. I put mine on top of enclosure lights to speed things up, but room temp is fine. Some snakes may demand some particular thawing/warming procedure, but if that's not necessary then simply leaving it out to thaw would be my choice.
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