So, I take the plunge, submerging myself into the 34-degree water long enough to feel the full-body electric tingle before hurrying back to the warm embrace of Sisu + Löyly Nordic Sauna (its Finnish name translates to “Grit +Steam”). With a red exterior and a dramatic perch on a jagged rock ledge above the lake, this experience makes me feel like I’ve been transported to a spa on the Baltic Sea.

Named for the Finnish words for the uniquely Scandinavian toughness and the spirit released from the steam, Sisu+ Löyly is set on the shores of Lake Superior in Grand Marais, in the far northeast of the state. Visitors can watch the water from inside the saunas or relax outside by the bonfire.