Thanks guys, some good ideas already. I'm not sure that magnets or
velcro will work for me as the weight of a tiled panel might be to
much. Can't go with Chris's suggestion either because the lip of the
bath is sat on the timber frame (shelf). At the moment I'm favouring
using a number of 'double ball catches' similar to this :-

http://www.screwfix.com/sfd/i/cat/94/p1387894_x.jpg

If I use at least 4 per panel, I think that should take the weight and
keep the panels in place. The only difficulty I can perceive is in
getting all of the catches properly aligned in the first place.

As I'm writing, it's just occured to me that I might be able to hinge
the panels at the top and use these simple catches near the bottom to
help with the weight issue.