No, bunnies as a rule do NOT need a bath. Bunnies groom themselves constantly. The only time they should need a bath is if they are stinky or have a dirty bottom. Even if they're muddy that dirt wiull fall off or they will wash it off in due time. Bunnies are obsessively clean animals.

I would say even once a month is too often. You need to make sure their fur is as dry as you can get it after the bath in the cold/cool weather so they don't become sick. At the bunny sanctuary we never give them baths unless something truly, truly dirty or they can't take care of themselves.

I have a bit of experience with bunny baths at home too...I have one bunny that sits in her pee, I don't know why, but she's older so maybe that's it. She handles herself very well in he bath-she even likes the hair dryer. I think puts up with it because she's happy to have a clean back end for a few days. Who knows.