In strict usage, healthy refers to a person or thing in good health and healthful refers to whatever promotes that good health.
But healthful is a sludgy sort of word that solicits more air than it is worth. To say a sauna session is healthful is about as vague and meaningless as to say a skin cream eradicates toxins. The wonders of a sauna (and the pitfalls of an overpriced skin cream) deserve more acute adjectives than healthful. Either skip the word or find a stronger replacement.
As for food, if you must, use nutritious.