The tiling base must not expand or contract with heat, i.e. it must be made of materials such as brick or concrete. In the case of panel and board walls, check with the manufacturer or importer that the material is suitable. No separate waterproofing or priming is needed on walls behind a sauna stove. Dry wall surfaces can be prepared by wetting them as tiling progresses. Waterproofing on a floor must extend around 10–15 cm up the sides of the walls.
To allow for high temperatures and thermal deformation, choose a highly flexible adhesive such as Kiilto HighFlex S2 DF.
See here for more detailed instructions and pictures.