Products that are chopped up and in cubes I don't rinse (e.g. Ocean Nutrition Formula Once frozen food).
Frozen whole krill, brine shrimp, and other types of chunked food should be rinsed. These tend to be packed and frozen with water that is super high in nutrients. I take some tank water to thaw it in, rinse in sink with tank water in a fine mesh fish net, and then squeeze as much liquid as possible out of it. Rinsing in RODI is better, I'm lazy and use tank water.