I didn't bathe mine until they were 6 months and their grease glands went mad and they started trying to fight (I've got two boys). I don't think you are supposed to bathe them unless you have to or they are greasy/smelly.
I think at 12 weeks mine would still have been really scared
I'm not sure about bathing, but just wanted to say your mummy pig looks just like my mummy pig and two of her babies are similar colours! Hehehe. My babies are currently 9 days old and running around like nutcases!
Aw poor babies, if you used spot on mite treatment, then you have to wait a while before bathing them, not sure how long, maybe a week or so. But if they had injections then I think it'd be fine to bath them, but it mightn't help get rid of the mites (I guess it depends what type of mites cos some of them burrow under the skin). I don't know for sure, but I think that's right . . . maybe someone who knows for sure will reply soon though