In Russian language, the expression "Иди в баню" - "Go to the bathhouse (sauna)" means: "Leave me alone, do not bother." For example: Go to а bathhouse with your requests!

Is there an analogue in English language?

I really like that graphic, Lydia! Haha :)

Here are 2 more:

Get a clue!

Get a reality check!

They both mean the same thing, said to people who have unusual ideas (or no ideas) so other people think they are strange or clueless, or have their heads in the clouds.

Kathleen, We get the collection of "GET"!