what i did with sooty my WC female was to hold her right away....... if they seemed too stressed then i put them back.... but i held her for quite a while each day and now when she smells me or hears me open the cage she comes right out and onto my hand..... and i've only had her for a few weeks.... mine moved around quite a bit at first but they slow down as they get used to you....

also.... yes you can feed thawed mice... i put mine in a ziplock bag and keep them in the sink w/ hot water.... they seem to like the fact that they are warm....