There are several high-quality massage parlours in Belgrade (Beograd). I mean actual massage. Erotic massage and additional services might be available in some studios in Belgrade, but they don’t openly advertise. You won’t find out until you ask the awkward question. It’s the same deal with spa salons and saunas, there are rumours but it’s all hush-hush. And you should definitely not count on anything close to the German FKK clubs.
Your probably best are the independent masseuses offering erotska masaža in Belgrade like VIP Massage (https://vipmassage.escortbook.com/). She openly says that every session ends with a happy ending. The general idea is that the naughtier the pictures on a site the higher the chance of boom-boom. Classifieds on SMS Oglasi (http://sexsmsoglasi.com/masaza) might be worth a shot as well. Siam Spa (https://siamspa.rs/) at Uroša Martinovića 29 and Excellence Massage (http://www.excellencemassagebelgrade.rs/) at Svetogorska ulica br. 27 are both great picks if you’re looking for an actual massage.