Well I am back home. I would stay at the Eurohostel again, without a doubt, even without the Sauna I liked the place! Helsinki was probably the least exciting city I've been to for a while, but I still enjoyed it. Certainly a lot cheaper than I thought!
For anyone asking a time when is best to use the Sauna, I can't really advise. I only used it during the free time (6:30-9:30am), my first visit was 0830-0930 and it was so full you had to stand in the sauna (although it was full of young French guys with huge bushes and one guy with a massive cock which dangled at my eye level cos of the height of the sauna seats), second day was about 8am-9am and it was nearly empty apart from 2 older guys and 1 guy in his 20s, 3rd day was 8-9 again and I was with 2 other guys only. Then today I was there from 7am-8am and it was totally dead, so I was alone. So it really depends. On my first day there it was the May Day holiday in Finland so the hostel was, I guess, totally full, but last night I guess it was not even around 50% full. If you want to pay for the night time Sauna you need €7.50, but be advised you would need to pay before going up there and you could end up with the whole sauna empty. It is payable from 16:30-21:30.
As for the showers, yes you can see through the gap in the door. No guys covered the gap when I was there, but then the showers were pretty quiet. I went at various times to wash, brush my teeth, shave etc, I went from 9-10am and sometimes there was a guy in there, I went aroun 9/10pm and sometimes there was a guy in there too, so again, no specific times seemed busy. I guess in the morning it's busy, but the sauna also has 3 totally open showers so I guess any guy who does the sauna in the morning would shower there. There are showers on each floor, but only 3 for all the rooms, so there must be a busy time now and again.
As for the rooms, they are mainly 2 beds per room. There is privacy in the form of a bookshelf between the beds. I slept naked all 4 nights and walked around my room like that. I even jerked off every night while my roommate was there. We couldn't see each other in bed though. The guy on my first night was cute, but he slept for about 14 hours and then got up and checked out. I barely spoke to him. He may have jerked it during the night too, I'm not sure, but in the shower he undressed behind the small glass door (only guy I saw doing that) and then spent the whole time facing the wall so I only saw his cute, hairless ass and he always changed under the covers or fumbled with his towel, making sure no one saw an inch of his flesh which for a guy in his late 20s seemed a bit weird, but he must have been super prudish. I was alone one night and then my last 2 was with a guy, maybe mid-30s who never seemed to use the sauna or shower or change his pants and slept fully clothed, without seemingly changing in the morning either so a bit strange too!