Yea, there are several.

-let it sit out for 30 mins to defrost (although this provides time for bacterial growth)
-put it in the microwave (although you're liable to cook the prey and lessen it's nutritional value)
-set it under a heatlamp (quicker than just letting it defrost on it's own, but does still allow time for bacterial growth)
-setting it under the exhaust pipe of your car and letting it idle (all around HORRIBLE idea)
-create a blowtorch out of a lighter and a can of aerosol WD-40 (once again, HORRIBLE idea...)

There really are countless ways to do it, just need to find a way to warm them up all the way through, and without taking TOO long to allow bacterial growth, or heating it up too quickly and causing the body to fall apart...

EDIT: PLEASE DO NOT USE THE LAST TWO SUGGESTIONS, MY BAD HUMOR GOT IN MY WAY!!!!