If he's not used to handling yet, then I would avoid offering baths. Some like baths and others don't, but they aren't worth the stress unless necessary (soiled dragon, walked through poop, etc). They will get a lot of their
hydration directly from food so if the bugs are well fed and he is offered plenty of fresh veges he should have enough. You can usually tell by looking at their poop if they are well
hydrated or not. Dry, chalky urate and poop may indicate dehydration. They will also sometimes drink from a dish if you flick the water to create movement. I've had good luck dripping water on their nose to get them to lick it up too. These are good options to try if you determine he is dehydrated.