It isn't bad at all. Your vet may want you to bring in some poos in a baggie so she can look for bacteria. The buns will be weighed. The vet will also feel on them for anything out of the norm. She will use a thing to look at their teeth (looks like the thing doctors use to check ears). She will also look into the ears. My vet also put a colored eye drop in my rabbits eye to see it leak out the nose (my bun didn't mind at all).
A check-up is not painful at all. She will also flip them over, holding them like a baby, and check her parts and scent glands. That was the only part my bun didn't like
I think a check-up is awesome. It gives you time to get to know your vet and your buns an opportunity to know him/her too, without feeling ill. Bring all your questions about rabbits with you. This is the perfect time to ask about diet and any other concerns you may have.