While I am new to histology in general, we work with rat
brains.  I understand this lab used to freeze the brains on dry
ice.  The tissue always developed holes due to ice crystal
formation.  Now we quickly freeze either the whole brain or
pieces of the brain in dry ice chilled methyl butane for 20
seconds before mounting on the freezing stage of the sliding
microtome or the chuck for the cryostat. Our formalin fixed
brains get soaked in 10% DMSO for an hour or so first (instead of
overnight in 30% sucrose), but fresh brains go right into the
methyl butane.  Occasionally there are small cracks in the
hypothalamus, but usually the sections are very nice.