You could try to 'hot towel' them until it's warm enough for a bath. I do this a lot, and it works on horses and dogs, too.  It takes a lot of towels, but it works well.
http://www.proequinegrooms.com/index.php/tips/grooming/hot-toweling-your-horse-great-for-winter-deep-cleaning/

Brush of the dirt you can, hot towel, and your horse will smell a lot better :-)

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