Floating sauna. The Grand Marais sauna company Sisu + Löyly has opened a sauna that can cruise out on Lake Superior, although not far. The idea isn’t new. Floating saunas have been in Nordic fjords and urban harbors for years. Some have been been floated in the United Sates but never before in Minnesota. This one accommodates parties of six. Charge: $172 for 50 minutes.