I have visited Zen Bali Spa in Adelaide Terrace and can confirm this is a legit house of massage ... it's a small business 'no extras' venue, run by a lady named Coco (and her Aussie partner, Glen), offering massage, hot stone, waxing, sauna, and other treatments such as body scrub, foot wash, etc.
The shop was relocated from Hay Street (near Irwin St) about 6 months ago and aims to service residents of local apartments and hotels.