if you don’t or cannot go through cursor and if you have only paths or File objects, you can use since API level 8 (2.2)
public static Bitmap createVideoThumbnail (String filePath, int kind)
Android documentation
The following code runs perfectly:
Bitmap bMap = ThumbnailUtils.createVideoThumbnail(file.getAbsolutePath(), MediaStore.Video.Thumbnails.MICRO_KIND);