Just as is the case for escort services, erotic massage in Sarajevo is a big no-no. Some people will tell you they got a happy ending, but it’s most likely just bragging. I’d put my money on some shady Asian massage parlors in Sarajevo, but don’t expect much.
There are options if you just want to get pampered with a minimal erotic element. Maab Spa Center (https://www.maabspa.ba/) at Radnička 34 and Cotton Club (http://www.cottonclubmassage.com/) at Ferhadija 17a, are good picks.