My bathroom has both a fluorescent light (120V, on the GFCI circuit) and 12V lights. So the answer to the question depends on which type is out - 12V or 120V.
When I first got my Allegro, the fluorescent light in the bathroom didn't work. After buying a new bulb and ballast I noticed the GFCI outlet in the bedroom. Oops. That's all it was.
Later on, I lost the 12V bathroom lights BUT I also lost bedroom lights as well. If only your 12V light(s) in the bath are out, it's likely at the light itself (bulb, switch, etc.) since it's not likely that a single 12V bathroom light will be on its own circuit. In my case it was a wire shorted somewhere in the walls or ceiling so I had to rewire the thing the whole way back to the fuse box.