Bronx Sauna, Saville Street East, Sheffield, S4 7UQ. Bronx Sauna can be found in the original manufacturing heartland of Sheffield. It is situated on the A6109 just a few minutes from Sheffield City Centre and near to the Meadowhall Shopping Centre. Bus service X78 (Sheffield to Doncaster) drops right outside Bronx Sauna every 6 minutes. Free car parking is available in nearby Carwood Road and customers can use the adjacent car park after 6.00pm and at weekends. Bronx Sauna can also be accessed by taxi from most City Centre hotels. Our recommended taxi service is Express Taxis (0114 2430430).