My sweetie

[cypher]

They do take a while to get comfortable & confident with out of cage time, I've found with all mine that it's best to build up slowly.
Climbing all over you is totally normal, exploring & trying to escape can just be a big part of the fun, if she's frightened her ears will most likely be down, she may stop & do a bit of excessive face washing which is a sign they feel a bit nervous.
Don't make the area too big, open space is a bit scary for them so start fairly small, still with enough room to explore & play a bit then enlarge it later if need be.
I think the bath can be a bit much for a dwarf tbh & a smaller space might be better, at least to begin with.
I find it best to stick to the same set up rather than thinking something isn't working & trying something different, that way they begin to get familiar with things.
I use a play pen & find that when I put them at a certain spot once they get used to being in there they will always go back to that same spot & usually meerkat as a way of saying "Can I come out now please!".