I would mix Diatomacious Earth (DE) Food Grade Only, in the sand where they normally dust bath. I do this every once in awhile. This way, when they normally give themselves dust baths, they'd bath in Lice preventative DE. Also sprinkle DE on the floor of your hen house, and in all the cracks around the edges to prevent other creepy crawling from getting to close to your hens. It also keeps mites away!
If they're kept away from other birds, I wouldn't worry about it. You'll notice them itching a lot if they did get lice.
I bought some pullets that were covered in lice, that I didn't notice tell I got home. YIKES. Lesson learned. I bought some Livestock Permethryn (Sp?) dust and it kill them all on contact. I hate using such powerful stuff though...