The blood always happens -- cell walls rupture when the mouse is frozen, and blood escapes when it is thawed. It's normal.
I don't thaw in hot water, because it can accelerate the decay of undigested matter in the mouse's entrails and cause problems with regurgitation later, because the food is already on its way to rotten when the snake gets it. I thaw in lukewarm water that I change out when it gets cold. Or I leave the rodents out to thaw to room temp when I go to bed, and feed when I get up (or throw them into the fridge halfway through the night, if I'm going to feed in the afternoon). Planning ahead is key.
If you haven't had problems with the hot-water method, you can probably keep using it, though. That would've been the short answer.
--Naamah