Over Christmas and New Year, I spent my days leaping in and out of saunas like a lemon into a G&T in Scandinavia. My first dip was in the Allas Sea Pools on Helsinki’s waterfront.

Dashing from the sauna to the outdoor pools is an exercise in fortitude when there’s a stiff wind coming in off the Baltic Sea, and you’re clad in nothing but wet swimmers. I then worked up to dashing out of the sauna and rolling in the snow, further north in Oulanka National Park. And finally, in Stockholm, cooled off by leaping into a lake at Hellesgarten, on the Stockholm archipelago.

Never have I been so clean. I also learned a few tricks and faux pas – for a start, you can ditch the swimmers inside the sauna, though most people slip on swimmers to go into the pools or snow.

I took the chance to chat with Maia Söderlund, of Allas Sea Pool, for the fine print on sauna etiquette.

Click here to read my The Knowledge column on how to sauna like a Finn, which was published in the Sydney Morning Herald and The Age newspapers, and online at Traveller.com