versatilene

You don't need marine ply, it's overkill, expensive and thick modern construction boards are better, go for marmox, aquapanel or any of the others you can get a good waterproof rigid layer down to as little as 6mm thick and easy to fix.
As to the bath panel, prime it and tile normaly but make sure both the wood and tiles have an expansion space all around the circumference that you fill with silicone, it only needs a few mm (in other words no tight force fits) as the bath 'moves' with water weight and hot/cold expansion. use a good flexi adhesive and grout