Ah, yes, of course - that was one disappointment. No free state grant of olive oil, or slaves to rub us down with it. :-(

I'm not 100% sure about the Augustan era specifically, but the general approach to bathing so far as we can tell does seem to have been to keep men and women separate. This would either be done temporally, with women going in the morning and men in the afternoon, or spatially, with a different set of facilities for each sex.