I'm using a medical grade ozone generator. I doubt the Dr. Katz ozonator is powerful enough to use in a sauna. But you can give it a shot and I would definitely try funneling if you're using Dr. Katz ozonator. That way you have a better chance the ozone gets absorbed by the body.
You'll know after a while if the ozone makes it into your body, since ozone saunas induce a healing crisis (itchy rash).
Nico