No prob!
As other people have said, a hair dryer to the head of the prey item works too (just make sure the body is thawed/warm).
I tried sticking the prey item up to the ceramic heater I have in the room. It works quite well....and it freshens the room with a lovely rat scent.
I was thinking of getting one of those industrial food warmers (it's basically a 500 watt pig lamp) and arranging the rats in a circular fashion underneath that. It would give them a good head to tail heat graident, and you could probably do a lot at once...I might have to go to that system when the number of BP's gets out of hand
JonV