I personally just leave my mice out to thaw at room temp and then give them a blast with the hair dryer to get them nice and warm. You can also put them in warm water (inside a plastic bag) till thawed.
DO NOT- microwave, bake or place into boiling water- they will most likely burst all over you, and partial cooking of the prey will be bad for the snake.
9.11 Cornsnakes 1.1 Hogg island boas 1.0 Dwarf Burmese python