You shouldn't give your pig a bath at all unless it's really dirty or has a fungal infection and needs medicated shampoo regardless of whether it's long haired or short haired. Out of my 4 girls, two of the girls have never had a bath because I have not had reason enough to give them one. The other two get butt baths. My Moppy is a silkie and she gets a butt bath every 6 weeks usually, and Chatty is a satin with long hair around her rump and she gets a butt bath only every couple months or so. My boar has had two baths but they were a necessity because he had a fungus and had to be bathed with anti-fungal shampoo. And I can say that my pigs hate baths/butt baths.
My advice to all members is that if you want to give your pig a bath just to see if the pig likes water or just because you want to for whatever reason other than the pig being really, really dirty, or because of fungus, then don't do it. Piggies are very susceptible to URI's (Upper respiratory infections). If the temperature in your home or even the water temperature isn't just right, or if you leave the pig wet and put it back in the cage then the pig can end up with a URI pretty easily. Even giving "buddy baths" should be saved as a very last resort when introducing two pigs.
The proper steps to give a pig a bath would be to run about 1" of water in your sink or bathtub, the water should be warm but not too hot and you only wash from behind the head back. No water on the face/head or where it can get in the ears. Gently rub them with shampoo formulated for small animals as previously stated (or in the case of fungus an anti-fungal shampoo that is safe for piggies), rinse well. Then gently rub them with a towel followed by using a hair dryer on the lowest setting held about 12" away from the pig with your hand on the pig at all times to make sure the temperature of the blow dryer is not too hot for the pigs skin. Once the pig is fully dry, brush or comb the hair gently then the piggie is ready for laptime, floortime or to be placed back in the cage.