It's a good question. I've seen some studies that show better recovery from exercise if it is followed by a steam or sauna. I don't think we know enough to determine what the dose-response curve looks like.

Related: the science is far from complete on cold exposure, but cryotherapy (cold air or ice baths) seems to enhance recovery for endurance training, but it strangely reduces progress in strength training, at least if it is done immediately following exercise. There is speculation that cold exposure reduces the post-exercise inflammation response enough to limit the body's repair response. This might not be the case if you do cold exposure outside of the post-exercise window (but this hasn't been studied afaik). Once again all credit to Rhonda Patrick who covers this in one of her videos on cryotherapy.