I do this once or twice a month. Nice warm water - if it burns you, it will burn them. Only use about 1/2" of water, otherwise you risk them getting water in the lungs. Mine will drink from the bath periodically, which is why I do it. If they didn't and they weren't shedding, I probably wouldn't soak them. Also, be sure to dry them off VERY well afterwards or else you risk tail rot. And do it early enough in the day that they can bask under lights to get rid of any remaining excess moisture.
Some people do not soak their uros at all. Those who are trying dirt substrates or who have higher humidity in their homes/cages probably don't need or want to soak them.
Just my opinion/observations!
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Torey
1.1 Uromastyx Geyri (Joe and Arthur)
1.1 Anolis Carolinensis (Bowser and Leeloo)
1.0 Betta Splendens (Mr. Miagi)
0.0.2 Sunset Dwarf Gourami
0.0.6 Bloodfin Tetras (including the one-eyed Captain Morgan)
0.0.1 Unidentified Corydora
0.0.2 African Dwarf Frogs
1.1 Felis Domesticus (Roscolux and Jenny)
