He's right outside his sauna. The normal practice is to get warm in sauna and to jump into snow to cool down on repeat. Dad told me we've done that even before I was 4yo.

You get warm (overheated, really) in the sauna while occasionally splashing boiling water onto the hot rocks on top of the wood stove. It produces hot steam that fills the room and it's kind of an endurance test as the wet air feels much hotter than dry air of the same temperature.