Just came a cross a recent research paper on this Finnish steam-breathing device. It looks like a glorified teapot, but it also comes with a nasal mask which is kinda cute. The paper also has a conflict of interest, becasue the lead authors is the CTO with Wello2. Oh well, at least they declared it. They also wrote that they excluded people whose asthma gets bad in the sauna (this is Finland) -- I wonder how common this is.
Here is the paper. The PDF opens free on my device (i.e. the authors must have paid $2-3K for free access, gotta have good publicity for their teapots! ).