Edinburgh isn't London, there isn't the choice available available that you'd be used to.
The saunas can be good, but seem to be busy at the moment - I've not been though for a while. It's a very simple set up, you either enter the door furtively or with a purpose, you pay a door fee, choose a girl from a room, have some fun, have a shower and then leave either nonchalanty or holding up a newspaper to hide the big grin on your face.
You could always expand your reach towards Glasgow - it's about a 40/45min train ride away. There's plenty of girls within 15 minutes of the train stations. Don't ask about the saunas in Glasgow.