I've been doing a lot of research on insulating my unfinished basement as part of making our home more energy efficient. My Energy Auditor suggested the installation of 2" rigid foam (R10) directly adhered to the poured cement walls. Then I'd have to frame 2x4 walls, electrical & plumbing, then drywall to finish any areas as need be.
The rigid board is supposed to work as a thermal bridge, reduce condensation, and is considered as a vapor barrier.
Owens Corning has some 1 1/2" panels that are attached via furring strips that would help you maximize the size of your bathroom.
There's another company called Ovrx that has a paneling wall system (OSB covered styrofoam with R12) as well as a method to cover/insulate the floor (R3.2).
You can also find a video on youtube where
Holmes on Homes insulates a basement wall and floor with rigid foam.
Best of luck.