Pests infestation in bathroom - identification and termination
I have found cases where flying insects are getting in at the bathroom vent when it was just pumping into the attic space on several occasions 2 cases were lady bugs and 1 was small beatles. 
I have also seen them coming in at fireplace's where the stone work to wall was not fully sealed but since yours are in the bath I would check the vent fan and make sure it is vented to the outside and has a back draft damper. After that seal any cracks at the corners of your walls , and where your plumbing enters and exits even under the tub drain expanding foam is great to fill openings where water and drain pipes enter.