I let mine swim the first day I get them. I just make sure that they have had plenty of time to calm down, warm up and eat. I start their swims in my bathroom heated up and use a paint tray (never used) filled with warm water. It is just the right size for them for the first week allowing them to climb in and out and splash and bathe. When they come out and look done then I just lightly dry them off and put them back under the brooder light. Its fun to watch them and they never look chilled.
Usually I have a rag in it for traction but they weren't having any problem at the moment I took this picture and it needed to be rinsed out due to poo. Mine love a bit of minced grass and dandelion for a great bath toy but you must provide a bit of chick grit in their diet if you do.