Where do you bathe him? I found that Zeus was more comfortable in the sink on a plastic liner this way he didn't slide around. How do you wet him down? I found Zeus is more comfortable when I use a washcloth to wet him and rinse him off.
I actually put a bag of Cooper's treats (in a water-resistant package) on the edge of the bathtub, then faced him in that direction the first few times I gave him a bath. He was so concerned with how his treats got there, he didn't care about the bath.
The drawback to that is now he actually tries to get in the shower with me. Sometimes, he makes it.
I would give anything for wawa to wander into the shower with me. She knows when I take the harness off it's shower time so she takes off. I've bribed with treats, tried the sink, everything. She just hates water.