I just slice thin slivers, put it in the cup of tank water and give it a bit of a stir. When everything is broken up I consider it thawed. Especially with Hikari Daphnia because a very little bit is actually quite a bit of food.
One thing I would recommend, a few sources have mentioned that Daphnia shouldn't be fed too often (only once or twice a week), because they're a bit fatty. Also, because Daphnia is a freshwater aquatic species, it is capable of housing parasites and diseases. If you're feeding small carnivorous fish (like me), Frozen Brine shrimp are good nutrition and very unlikely to house any parasites or disease because they come from extremely salty water conditions that normal fish cannot survive in.
*Edit* It's very unlikely that a frozen food will contain a live disease or parasite, but apparently some people have had bad experiences. It's hard to prove 100% one way or another.