Not sure you could or would compare with a strip club. Saunas in Edinburgh tend to be somewhat quieter, relaxed and less public - more "laid back” if you care!
There’s little to be concerning about them really. Either just walk in, or, if you have a specific girl in mind, call ahead to see when she is on and make a booking (1/2, 3/4 or 1 hour usually). Simply pay the door fee on entering (£20 - £35 depending on length of booking) then pick the girl you prefer or have booked sitting in a lounge (of sorts). You may have showered already or shower after paying yer door fee at your leisure, or in the room if you prefer. Then, enjoy the delights of your SP in the privacy of the room. Depending on the girl, there may be extras, or not, like CIM, rimming, etc., each at least £10 but the SP may ask for £20 each. Best to agree all extras and all-in cost of at the beginning of your session and pay up-front rather than at the end. Finally, enjoy!