We did it on our May Southern Caribbean cruise this year.
It was great for us, we walked right across the pier from the ship to board a boat that took us to Virgin Gorda, we then walked over to shuttle buses for the ride to the baths.
Once there our guide walked us to the first beach section, then after 30 minutes we walked thru the rocks and small cave areas to The Baths.
Its a trek but so worth it once you get to the baths. It was a little crowded but that didn't bother us at all. We swam in the baths for about 40 minutes and then headed back to the shuttle buses.