haha I was hoping you didn't want to feed them frozen mice cicles.
There really is nothing wrong with feeding live, it gives your monitor some stimulation and exercise chasing down the prey. I feed mine live every now and again.
The benefit to feeding frozen is price and quantity. I can buy alot more frozen and store them then I can live. The only other thing would be you won't have to worry about your monitor getting bit. I use tongs to feed my monitors and will let them jump or run to grab it. This also provides a little stimulation for them.
As for thawing I just grab my buckets toss in the mice, rats, or chicks. Then turn on the hot water and fill the bucket. Let it sit for awhile and drain it then fill it one more time. Check to be sure they are thawed and then feed away.
You can also set them out but it takes longer, or you could set them under a heat light too I suppose. I prefer the water in the bucket method.