Yeah, I give them a bit of a feel too, to make sure they're totally defrosted and not still cold inside.
Normally, I just leave the mice to defrost on a paper towel near the viv so the smells drift around. With my fuzzies, I just leave them alone and come back when I'm ready to feed, which is usually an hour or two later. If I'm in a hurry to feed, I'll put some warm water in a cup and the mouse in a plastic bag and leave until squishy.