We do not recommend this. All of our products will hold up fine in a dry or moist-air sauna, however, we strongly recommend not wearing either in any sauna or steam room as they will heat up to an uncomfortable level and with the amount of metal surface and possibly cause a mild burn. Trying to remove them in a hurry, should you need to, is also problematic.
If you must, at least wrap your collar, cuff, or anklet in a small towel to keep the metal surface away from your skin and keep a spare key nearby (but outside of the heat).