Connect the neutrals: 2, 4, 6, 9 together.

Connect 1, 5, and 7 together

Connect 10, 3, and 8 together.

That is the best. It's typically not legal under the later codes since you don't provide a neutral at the switch (but you don't appear to have enough wires to do it right).

Is the bathroom all open? Can you have more wires than you showed in your picture.
This is one way to wire it up. There are tons of different ways.
The best way would also involve knowing the actual physical location of the various components so that the minimal length of wire is used.

Note: At the GFCI, you'd probably want to pigtail the wires together as opposed to feeding through the GFCI which would put the switch/lights on the load side. If the GFCI trips, you probably don't want the lights to go out too.

Introducing confusion is not helpful.Nothing proposed in the first two posts has the GFCI protecting anything other than the receptacles within it.

Sorry ... I didn't mean to confuse things. I just realised that after I drew the picture that it might look like I intended the GFCI to feed the switch, which isn't what I'd meant. So I was trying to clear up any confusion that my picture might have presented, without going through the bother of re-drawing it.

And I didn't mean to infer that there was anything wrong with ron's reply. I just didn't necessarily interpret the OP's post as meaning that all of the wires were already run. If they haven't already been run, then the way I presented is just another option with the added bonus that the switch has a neutral.

I didn't mean to step on anyone's toes.