I bath my sows when they smell and are dirty... and when the water of the bath comes out dark brown... that is once a month or once every two months (I am not sure...).
My boar does not need any bath.
I use different methods according to the tastes of the sows. I put them into the sink and I pour VERY warm water on them using a glass. Every piggie has his own preferences, I guess. Both my piggies don't want to hear any noise and they stay in different positions.
Calliope loves being immersed into the warm water (also some minutes) and the other one prefers being relaxed on my arm feeling the water poured from above on her back along the spine (just like a massage); last time she closed her eyes, too! totally relaxed...
But the first time it was difficult to understand what they prefer and they did not enjoy the bath (of course...).
Of course I don't do that for having fun or as a game, I have only found a trick for having them relaxed, because they absolutely need to be washed once in a while.
Then I use a hair drier, a lot of towels (microfibre towels for swimmers are very good) and other tricks for having them relaxed...
It is not possible to dry their hair completely (they get bored after some minutes), hence I keep them well covered with a warm blanket and of course I do all of that when the house is warm enough (18-20°C now in winter).
I don't see them nervous or stressed.
Unfortunately I have no picture of Calipso totally relaxed on my arm during the massage with water...
This below is Calliope who also was relaxed that day. She can't stand being brushed, though. Luckily the soap I am using manages to untie almost all the knots

I suggest you to NOT immerse your piggie as I do now with Calliope. The first time he will be scared. My piggies now are scared only if I change something in this routine (a different sink, a different movement, a different dryer, a noise, a voice, etc.). If he is relaxed, he starts licking and cleaning by himself when you are drying him.
I recommend you also another thing: after the bath, wrap him into a warm towel and keep him in your arms for a while.
Prepare all the things you need before starting the bath (soap, hair dryer, towels, etc). Try to avoid all the noises.

If they are scared they literally jump out of the water or climb on you totally wet!