They do have FOD meetings but often a passenger has to request them. They do not schedule them automatically.
Sadly Holland America refurbished their ships several years ago and put the steam rooms in a coed thermal spa area. On the 'S' class ships( the Maasdam, Statendam, Ryndam, and Veendam), the sauna remained in the locker rooms but on the 'R' class ships (Rotterdam, Volendam, Zaandam, and Amsterdam) the sauna wound up in a public hallway in the massage area so bathing suits are required in both the suana and the steam room.
I believe that on the Vista ships (which includes the Zuiderdam) there is a small sauna in the men's locker room but that the steam room is part of the thermal spa package. I am not sure about this, however, because I have never been on the Zuiderdam
On the Prinsendam, both the sauna and the steam are separate for men and women and are in the respective locker rooms