I've had to bathe a young chick before. I got it from the feed store, and it was all gross and picked. My kids had been putting neosporin on her sores, and she was really nasty looking. I wanted to be able to clean her back, and get the matting off the picked areas. You just have to be fast, and be sure to blow dry them completely.
Not something I'd recommend for chicks unless really necessary.
However, my two roosters really seemed to enjoy their baths before a show earlier this month! I was expecting them to resist, but they were terrific! They were almost dry when I put them back outside, but it was a nice warm day, so I wasn't too concerned.