So I got a RuuviTag Pro from a blackfriday sale, for some other purpose, but since it is technically (mostly) Sauna-rated I decided to test it :-). See pics for data. Below is the description of the session with time stamps.

1) Fire started at 19:45. Starting temp just shy of 20C.
2) Sauna entered at 20:45, an old wall temperature meter shows exactly 60C, Ruuvi records 42C which is, at first, really unexpected.
3) "Session end" around 21:35 after 2 cooling breaks, so three stints in sauna. Old meter shows around 72C at exit, Ruuvi records around 65C. Fire kept going to let sauna dry.
4) As you can see actually the hottest temps are long after sauna was exited.
5) Temps have dropped close to room temp by next morning.

Cool data, and it was interesting to see how humidity fluctuates with löyly while in the sauna. And how the sauna dries up after use.

The discrepancy between the old wall meter and the tag is interesting. I've been in plenty of saunas and I can tell for a fact that when I entered, the temp was NOT 40C because that would have been practically freezing. It is likely that was closer to 60C. I believe it is because the sensor is heavily enclosed in plastic and it has some mass... So the casing needs to heat up as well, before the sensor can read any value reliably. When looking at the graphs and comparing the readings from the old meter at enter and exit, the temperature recorded by Ruuvi seems to be delayed by approx. 30mins.

While the tag seemed to work reasonably well, I probably will not be keeping this sensor in the sauna though. Not really interested in reading and tracking those values continuously. 

Sauna temperature and humidity profile