How can I find my bathroom's GFCI?
Step One, which I do for every home I occupy, is to do a thorough map of the circuit breakers by simple trial-and-error. Check every outlet, light, and wired appliance in the home. Print a nice list of what each breaker protects and tape it over the cryptic scribbles left by sparky. 

Here's my Google sheet for those who'd like it. I left my data in it as an example. Simply make a copy and replace the data with yours. I fold it down the middle, book-style, and tape it to the panel door at the fold so it fits nicely inside. 


The device you link doesn't locate GFCI outlets, just the specific breaker you're on. I honestly don't know why a homeowner with just one residence to inspect would need it. 
There are likely only a few GFCI outlets in your home. They're commonly located in bathrooms, kitchens, and garages, among other potentially wet areas. Try them one at a time and you'll get there. 
If your outlets are not protected, but are on the same circuit, you should be able to simply replace the upstream outlet with a GFCI outlet and connect the downstream run to the LOAD side, thereby protecting the other outlet (and anything else downstream). 


A 20A outlet is at most a few dollars more than a 15A outlet, so it's probably worth going that route. It may be legal to use a 15A outlet, however. Our resident code geeks can tell us for sure.