Congrats on getting your new guy to eat! That's a good sign that they are settling in to their new home nicely.
I'm not quite sure I understand what you said about your snake trying to get the rat while it was warming up? I guess as long as the container was absolutely snake proof thawing it in the enclosure is ok, and would work as pre-scenting as well. Hopefully this is obvious, but a feeder that isn't fully thawed can be really bad for your snake. This is partly because they are cold-blooded, but somehow I think even if a human could handle a weeks worth of food all at once, if it was frozen when we ate it, that would cause problems for us too.
Once it is thawed most people put it under a heat lamp or blow dryer to get the heat signature up which encourages the snake to strike at it, and I wouldn't let my snake close to that process. The body temperature of a mouse or rat is supposed to be roughly 100 degrees, so that is what you should be aiming at, which is obviously too hot for the snake to be close to the heating process.