Here is what I would do:
Search Catalog > Title > U.S. City Directories, 1821-1989 (Beta)
Click on the link to that database
Enter each name as you have it.
Enter Bath, Maine as "lived in"
Copy the url to your FTM websearch page or are you merging into an ancestry tree?
Merge into that person in FTM.
Repeat the search for another name.
Search Catalog > Title > U.S. City Directories, 1821-1989 (Beta)
Click on the link to that database
Enter each name as you have it.
Enter Bath, Maine as "lived in"
Copy the url to your FTM websearch page or are you merging into an ancestry tree?
Merge into that person in FTM.
Repeat the search for another name.