No, every hardwired appliance does not need to be on its own circuit. But...
Provision power for heaters with a 125% derate
You need to study the unit's specs carefully, and note the amps or VA drawn by it (note a resistive electric heating element will have VA identical to Watts, but a fan motor may knock that off a little). Then, multiply that figure by 125% (8A -> 10A). The +125% number is how much power you must provison (allocate) on that circuit.
So for instance if you have two heaters that are 8.1 amps each. Those derate to 10.125 amps. Two of them would be 20.25 amps, which is too much for a 20A circuit. Most heater manufacturers understand this intimately, and will size their heaters to be just under a threshold number, i.e. not 8.1A :)
Also beware of heaters whose spec rating is at 125V instead of 120V. Due to Ohm's Law, a reduction in voltage causes an equal reduction in amperage. So if you have an 8A heater @125V, then you have to multiply by (120/125) to get the 120V amperage.
An interesting idea
Oftentimes, people speccing power for bathrooms and kitchens will be thinking only about the Code book (which is complicated enough), and forget that the main user of a bathroom is people who do a lot of "Beauty stuff" in the bathroom with heat appliances, often several. For instance Code allows one single 120V/20A circuit to serve all receptacles in all bathrooms, and you know the men who specced that didn't have a wife and teenage daughter! That's because Code is written by the National Fire Prevention Association not by the National Hair Care Association.
Well, look at the rules.
- First, it is legal to have 240V and 120V loads on the same (Multi-Wire Branch) circuit.
- Second, it is legal to have receptacles on a circuit with hardwired things, if the hardwired things draw less than 50% of rated circuit amps.
- Third, it's legal to put receps and non-recep loads on the same circuit if they're all in the same bathroom.
So, if the heater provisions out to <=10 amps, I would be inclined to run a 4-wire circuit for each heater. Then, continue the circuit to a 2-gang box containing two GFCI receps, wired in multi-wire branch circuit fashion - sharing the neutral, and one hot per recep. Now, you can plug a curler and hair dryer in at the same time! (you'd be kissing 20A if the heater was on also, but the user could turn off the heater while using the appliances - they'll be making plenty of heat of their own.) So for about $30 extra, you've made the beauty enthusiasts in the house very happy.