The 'best' way to thaw is in a fridge for a few days - which takes planning in advance in order to feed frozen/thawed foods to our fish. Using cold water to thaw is frownd upon, but isn't TOO bad. Using hot water more or less eliminates all nutritional value and you're better off fasting the animal. The draw back to water thawing is that most of the nutriants you are wanting to keep in the food are water soluble - so they are leaching into the water and not being fed.
The freezing process actually breaks down the 'meat' material that holds the nutrition of the food source. I don't know how deep you want to get - pretty much it's in the way ice crystals form in the food. From that standpoint, warming it to thaw give proper growing conditions for microbacteria that results in the parasitic loss of nutritional value as well. Not to mention exposing your animals to that same bacteria. I translate that to "the quicker something is thawed, the more damage is done to the nutrional source".
Thawing at room temp actually hurts your food source as well. USDA actually has set regulations for thawing food in institutions holding animals (something I've learned working in this industry). I'd have to go look up the exact temps the state - but it's just above freezing point (water freezing, that is).
Most places I've work pull frozen food to thaw in a fridge two or three days prior to feeding, depending on the size of the frozen block. Larger blocks were broken down so that it thawed evenly. Thawed meat doesn't last long, so you don't want the outter edges to be fully thawed while the core is still solid.
Krill is a great food source for many fish/inverts. I don't know of a single zoo/aquarium that doesn't have a rather large stock of it.