Hydrocortisone is a steroid medication that treats inflammation in the body. The drug comes in an oral form to take by mouth, and a topical form to apply to the skin.
Some kids ask to be left alone as early as 5 or 6; others enjoy having your company until they start approaching puberty, closer to 9 or 10. Bathing alone, however, can be risky because of drowning dangers, and it can take just a few seconds for even older kids to slip and drown in only a few inches of water.
Since you asked, I do think it is odd that your grandchildren sleep with you if you have other accommodation available for them. Also, a nine-year-old should be able to bathe or shower alone. I would worry more about lack of independence at that age than anything improper, but at age 9 I would expect a boy to be more modest than you are describing.