The contest has been good for business at Mr. Tamm's Sokka Holiday Resort, with its cavernous sauna about five miles out of town.

WSJ: In Estonia, a 'Scavenger Hunt' for People Who Love Saunas

The outdoor temperature had fallen below freezing, but Mr. Tamm was dressed in just a pair of shorts and a white floppy hat with the words "Sauna Boss" embroidered across the front.

WSJ: In Estonia, a 'Scavenger Hunt' for People Who Love Saunas

"It is a real Estonian smoke sauna with a sweet and juicy steam, " boasted local businessman Tarmo Tamm, who owns one of the sweltering saunas that dot the unusual competition and are a source of national pride.

WSJ: In Estonia, a 'Scavenger Hunt' for People Who Love Saunas