You should give your pig a regular baths. If can dry out their skin and cause irritations.

The only reason you'd ever need to bathe your pig is if she was dirty from urine or poops. As long as you keep her bedding clean bathing isn't neccesary.

If you ever have the need to bathe your pig using the proper shampoo that is pH balanced for pigs. You can use a sink with a couple inches of water, just enough to cover the legs. Be careful not to get water on their face or in their ears. After the bath make certain that your pig is COMPLETELY dry. If you put your pig back wet or damp it can cause a URI which can be deadly.

Also since you mentioned shedding. Has your pig ever been treated for mites?