Cellular wireless systems rely on frame-based transmissions. The frame design is conventionally based on heuristics, consisting of a frame header and a data part. The frame header contains control information that provides pointers to the messages within the data part. In this paper, we revisit the principles of frame design and show the impact of the new design in scenarios that feature short data packets which are central to various 5G and Internet of Things applications. We treat framing for downlink transmission in an AWGN broadcast channel with K users, where the sizes of the messages to the users are random variables. Using approximations from finite blocklength information theory, we establish a framework in which a message to a given user is not necessarily encoded as a single packet, but may be grouped with the messages to other users and benefit from the improved efficiency of longer codes. This requires changes in the way control information is sent, and it requires that the users need to spend power decoding other messages, thereby increasing the average power consumption. We show that the common heuristic design is only one point on a curve that represents the trade-off between latency and power consumption.