You know the size and appetite of your snake better than anyone else, but I'd buy in bulk if there is a price break at, say 10 or 25. Double seal them in ziplocks and they will stay fine for months. You'll save money and trips to the store. Just don't refreeze any that weren't eaten.
As for how long to thaw, I put them in ziplocks in warm water. When they no longer feel cool at all, they are ready. You could even stick them in your pants pocket until warmed or in a warm sunny window, pinkies thaw quickly... I don't recommend putting them in the microwave, oven, or under lights, lest they get too hot or "cook" inside. Lastly, if it's a finicky feeder, I'd avoid putting them directly in water, pinkies don't seem to have as strong a scent as older mice.