I heard someone mention in the Master Cleanse Forum that they would use light weights to do moderate reps to activate their muscles and remind the body that you want to keep them. Yeah, your body will eat away at the muscle too, although the degree can vary. So you might want to try that. If you did heavy lifting you wouldn't have any way to build them up since you're not eating, but I think the light weights idea sounds good, and not too strenuous. Just tossing that idea out there.
I guess you're welcome to try the sauna, since you regularly go. I know that at the sauna I go to they tell you not to use the sauna if you haven't eaten in a long time, so it actually might not be a good idea, but just be careful; if you feel dizzy, you should stop.