Erm, I've Not tried the sauna before leh, it's very hot lah, I
always buay tahan
After a few tries in
my teens, I've given up visiting the sauna 
You can try Ginvera's Marvel Gel, but generally blackheads always
appear on the stupid nose lorr, it's the place that's oiliest on
your face. My best advice is to have a facial on a regular basis.
You may also DIY by pressing yourself (please be careful, you don't
want to injure your skin) & apply a cooling mask after to
reduce the swelling.
FeowFeow