The idea of the sauna is interesting but it could be a meeting point for other characters such as the office workers, the skaven gang, or the cult members.
Besides relaxing you could look for a job as a masseuse it could be sexual or professional, here you could add the landlord's "wife" and find out about his "pain" in the head.
Other ideas is the mini route to unlock the cult but not from the point of slave but as a "store" just find them before they find you first by little secrets in some areas.