My two tolerate baths to some extent, my girl Myra being the better of the two since she just stands there with the 'why are you putting me through this' look. Cello likes to flee any flowing water, and to try jumping out of the tub. I make it quick, and he never gets too rowdy.
As far as how often, only when they are getting itchy, or have gotten muddy or otherwise stinky. They can go a month or more without really needing one, since they are indoors almost all the time.