IMO, if he doesn't like water being splashed on him, he will get very
stressed if you try to bath him. I'm not sure a bath would help a fur/
shedding problem anyhow.

You can get him a 'lion cut', which shaves the body and most of the
legs, leaving his head, ends of tail and bottom of legs with fur.

You can also try a Furminator. It's a grooming tool that really works
to get the dead fur out.