I've been to a clothing optional spa and sex club where people mingle while wearing a towel or nothing at all. Gaming is very tricky, since extra personal space is expected and kino is impossible without explicit consent. As you'd expect, successful approaches are either very direct or totally indirect. Generally you can make eye contact and say hello, then gauge the interest level and continue with casual chitchat from there. Come off as the slightest bit thirsty or overly persistent and you're done.
In a public sauna I'd suspect gaming would be very dangerous.
In a public sauna I'd suspect gaming would be very dangerous.