I, personally, wouldn't take a shower with them.
Mainly because I've been stressed upon by many owners that even in a 1-inch deep bath you should hold thier head above so as not to get water in their faces or on their head.
I never really knew why but it was re-affirmed in many books(including Debbi Ducommon's book) that getting water in their ears is bad, no matter if their healthy or not. When I take regular baths(which is rare for me) I don't get water in my ears, but in showers I can't help but do so. I have to dribble a little Swimmer's Ear in after each shower.
And the heat may be relaxing, but the steam could be harmful. Ratty nostrils and lungs are tiny, it may be helpful for humans but not for rats. I imagine the water droplets in steam would build up in a ratty nose pretty quickly, causing the ratty to breathe it in(or sneeze it out, both are possible).
I don't reccomend showers for rats based on that information alone, if I had found proof of the mentioned health problems I'd definitely say against it. But I haven't looked up anything yet...which I suggest you do, Twitch, if you really want to know if the problems do occur.