You can. However, according to CancerTutor.com, you should not mix the most potent alternative cancer protocols. In other words, if you are doing cesium, then stick with cesium until the cancer is destroyed. After that, ozone sauna and other ozone treatments would be a good idea to possibly rectify the problem that originally caused the cancer in the first place.
Now, if you are not doing the cesium, then by all means. Ozone sauna certainly be beneficial.