An hour under a heat lamp... that sounds like a lot. How hot of a lamp & how close was it to the lamp? Really what I'm getting at is how hot was the mouse at the end of the hour?

A mouse or rat's body temperature is just a little higher than ours, so it doesn't need to get "hot".

That might be what caused the explosion. I've also heard it happens more often when the prey item is defrosted directly in warm water (as opposed to in a plastic bag in warm water), but that isn't what you did.

One time I got distracted and left a mouse under the heat lamp I use for that last minute blast of heat. (This heat lamp is not on the BP's cage..it is way too powerful for that). When I came back it had blood that had oozed out of it just sitting there without even being constricted. Yuk! I decided that particular mouse was probably overcooked and threw it out.