I take the frozen rodents out of the freezer the morning of feeding day and put them in the fridge. They are completely thawed by the time I get home from work. You could do it the night before also.
I then place them on top of the tanks for 30-60 minutes to prescent and get them to room temp.
I use a heat lamp (red bulb) to heat them up a little before feeding.
I agree with you about the water. I tried it and don't that method anymore.
JohnNJ