Did the Vet not suggest/prescribe a Shampoo ? Did the Vet try to ascertain the possible cause of the mites in the first place as they can occur when a Rabbit is 'under the weather' in some way and/or has some Dental problems. A mucky bum can occur as a symptom of Dental problems/lack of dietary fibre (hay) too.
To be honest I agree with J+B and personally I would prefer to address the problem by intensive daily grooming and just give him a bum bath using plain cooled boiled water.. Dry skin is likely to get worse if the Rabbit is bathed, given that your Rabbit has had a reaction to the Xenex (very nasty stuff..........) it is highly likely that his skin is still very sensitive. So again, any shampoo is likely to exacerbate this.
Of course the above is just an unqualified opinion, you may well prefer to follow the advice of the Vet if you are sure that they are very Rabbit Savvy and you trust them