You don't say how big your stall heaters are. If they are hard wired 240v, I use these on our well pump and water heater. I really like them because we have a scene that shuts everything down when I leave my cabin, but I can monitor power draw on each appliance that they are on: https://www.amazon.com/dp/B00MBIRF5W/ref=cm_sw_em_r_mt_dp_Ok.ZFbD3AE5WQ?_encoding=UTF8&psc=1
For less than 15a space heaters, I use dongles like these (aotec or zoos, I have several). They both switch up to 15a and have real time power monitoring. It's nice for space heaters, because a switch just tells you if it's on. The power metering tells you if it's actually heating. At least in a Vera, there are plug ins that will log the usage and you can tell if it never shuts off, etc. https://www.amazon.com/dp/B07578W7KY/ref=cm_sw_em_r_mt_dp_uk.ZFbSR0JY4P These are only rated for dry areas/inside though. I do use them in unheated garages, but not exposed to elements.
You can also get low voltage/current relays and just use them to trigger contactors for large loads, but you usually lose load monitoring on those.
based on advice from others on this thread, I bought a z-wave heavy duty switch from Aeotec https://www.amazon.com/Aeotec-Security-controller-electricity-consumption/dp/B00MBIRF5W
I am planning to have it installed by an electrician, near where the 220 line enters the sauna. (It is outdoor compatible).
The idea is that each time I leave my sauna, I turn the knob on my Harvia to just after the 2nd click, so that is ready to turn on, and will do so in the next few minutes unless it gets its power cut off. Then I turn off the power using my phone using the z-wave controller, and turn it on again, again from my phone, an hour before I want to use it. You need a z-wave hub, and my abode home alarm system is one. We will see if this actually works once I get the electrician out.
Aeotec makes a 220v z-wave monitor (amazon link)
There are quite a few discussions of the topic on this r/Sauna. I haven't yet done this, so it is probably worth searching hose out. Seems like The Aerotec heavy duty smart switch is commonly suggested -- It requires a Z-wave controller though.. Probably any 220V control box similar to that would work, so long as it handles the amperage of your heater.
I also found this:
Seems promising!