Are they finding their own spot, particularly if you are letting them out to roam. Mine have always routinely ignored a pre-prepared dust bath and made their own and some hens do just dust bathe more than others. As they get older, they may take to it more.
There is no urgent need to dust them weekly unless you see a problem. Depending on how well they take handling, you might just scare them off you for life. I would concentrate on getting them used to you and see if you can work up to them tolerating a bit of handling, preferably with treats so they view it as not a bad thing at all. If you can check them over, you can look for mites and/or lice.
To keep mites out of the coop, I usually sprinkle a bit of DE into the bedding. One of our old members Hillfooter, used to mix DE with water and paint it over the inside of wooden coops and a lot of people swore by that method.
It is lovely to hear from a chicken newbie who has the welfare of their birds so first and foremost in their mind, but if they are kept healthy and the housing is clean, you should be able to avoid a lot of problems without too much effort