Yes, you can wear the sensor in the sauna. The temperature range of operation listed by the manufacturer is between 50 °F to 113 °F. That being said, members who have used the sensor in a sauna reported that it has worked just fine.
While in the sauna, the CGM might not record readings since the sensor can turn off at a high temperature and turn back on when it returns to a normal temperature; alternatively, you may see a false spike during the sauna session.
Be careful not to accidentally bump the sensor off, as it is easier for it to fall off when you are sweaty. Make sure to wear the bandage over your sensor.
Here are a few other places you can wear your sensor that might surprise you!