I take American cash to Brazil only as back up for an emergency. So far I never needed it.
Get local currency from ATMs. Some garotos de programa (no sauna boys) will take credit cards. The only cash you need in the saunas is tipping change and the boys payment. All your drinks, food, rooms, and any expense related to the sauna service goes to your account, and you pay with your credit card when you check out.