Sensitive issue seeing King Edward in sauna? (3,6)

I believe the answer is:

hot potato

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'sensitive issue' is the definition.
'hot potato' can be an answer for 'issue' (I have seen 'Controversial issue' mean 'hot potato' so perhaps 'issue' could also mean 'hot potato'). I'm not sure about the 'sensitive' bit.

I don't understand the remainder of the clue.

Can you help me to learn more?

(Other definitions for hot potato that I've seen before include "Controversial issue (colloq.)" , "that's controversial" , "Spot" , "tricky issue?" , "Awkward thing" .)

I've seen this clue in The Telegraph.

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