E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
Knights of the Bath. This name is derived from the ceremony of bathing, which used to be practised at the inauguration of a knight, as a symbol of purity. The last knights created in this ancient form were at the coronation of Charles II. in 1661. G.C.B. stands for Grand Cross of the Bath (the first-class); K.C.B. Knight Commander of the Bath (the second class); C.B. Companion of the Bath (the third class).
King of Bath. Richard Nash, generally called Beau Nash, a celebrated master of the ceremonies at Bath for fifty-six years. (16741761.)
There, go to Bath with you! Dont talk nonsense. Insane persons used to be sent to Bath for the benefit of its mineral waters. The implied reproof is, what you say is so silly, you ought to go to Bath and get your head shaved.