I suggest you not to wear the contact lenses in the sauna. Although it is not convenient to wear the eyeglasses during the sauna because of the superheated steam, it is not safe to wear the contact lenses. The high temperature offers the opportunity for the eyes to get infected. And the eyes with contact lenses may not feel comfortable in the sauna. Thus, you'd better wear the eyeglasses for vision aids and take them off when you enjoy the sauna.
Well, in my opinion, you should not wear contact lenses in sauna. It's not safe to wear them. There are several things you should pay attention to. First, as we know that contact lenses are made of plastics, so it's easy for them to melt in the heating. Especially, you have the sauna. Second, contacts lenses are so sensitive that if you make them touch in water, they can be damaged by the hot water. And at the same time, it also can be infected easily. So they will make your eyes infected. What's more, it will damage your eyes. Anyway, don't wear them in the sauna.