Marko took me to the Finnish Sauna Society sauna where we hung out in traditional smoke saunas for awhile with a bunch of naked Finnish men. The saunas were covered in soot from the way they prepare them using real wood fires. The experience was about as similar to saunas back home as eating real sushi in Japan is similar to eating California supermarket sushi.
After we were thoroughly heated, we sauntered out to a hole in the ocean and jumped in. Avantouinti! ("ice hole swimming" in Finnish) For a moment I lost touch with my limbs and wasn't sure I'd make it out, but I survived. Then, we did a rinse, heat, repeat. The second time around was much easier and thoroughly enjoyable and it did indeed get my circulation going.
One funny thing I noticed was that every time something strange was about to happen, Marko would say, "this is VERY traditional." I remember when I was taking Marko around Japan, that's what I would say to him when I was about to feed him something pretty weird.
Anyway, Marko may have been trying to get me back for feeding him snapping turtle in Kyoto, but I enjoyed my avantouinti very much and recommend it to anyone who gets a chance.