KDFWR recommends no more than one meal per week of ANY freshwater fish, no matter where it was caught.

http://fw.ky.gov/fishadvisory.asp

The advisory for sauger from the Ohio is no more restrictive than for any other fish, so go for it. Also, I think it's important to remember that trace amounts of mercury occur naturally in ALL fish. Unless you're a woman of childbearing age, you have nothing to worry about.