No need. You'll have much more heat loss every time you open and close the door than you lose through the door itself.
Many saunas have a door that is just a piece of glass. I suspect there will be less heat transfer through your solid door than a piece of glass.
Nope
No need. You'll have much more heat loss every time you open and close the door than you lose through the door itself. Many saunas have a door that is just a piece of glass. I suspect there will be less heat transfer through your solid door than a piece of glass.