Thawing them too fast = exploding rats. It happens, no worries. There's nothing wrong with letting them eat it (so long as it's not hot and burns them). To us it's gross, but to them it's probably more like "oooh, it's partially digested already! This will go down easy!"
Thawing the rats slower and making sure they don't get too hot will help prevent the exploding-ness. On the other hand, if you ever have a party and you can't get those last couple friends to leave...the exploding rat trick usually gets people out the door! :-)
I was using a new heat pad, and had two rats disintegrate on the way from the heating pad to the rack. Needless to say, it was a MESS!
JonV