It kind of depends on the amount, I’d say. If you’ve had olive oil on your hands and touched your rabbit, the rabbit will be able to clean it off himself. If the rabbit has been soaked in olive oil for some reason, or had a big splash of oil spilt on him, I think a gentle bath would be required. A bunny shouldn’t ingest a large quantity of fats, and it will probably try to clean itself since they do like to keep their fur clean.