Both are technically correct, but we usually try to avoid saying, "had had," whenever possible. So, it would be more common to hear, "After I had a bath" or "After I had taken a bath" or "After I took a bath." The words "had" and "that" are rather unique words in English with how it can stack up like that. In fact, it can even function in groups of three or four and still be grammatically correct (though it would most often be avoided and is quite rare to see/hear). Example 1) This is a sentence like that that shows you two "that"s in a row. Example 2) (I have to give credit to this next sentence as one that I previously saw elsewhere online) "All the faith he had had had had no effect on the outcome of his life."

Both are grammatically possible, but it depends entirely on the context. Do you have a full sentence?