Starting point for the approach is Passo Campo Carlo Magno north of Madonna di Campiglio. Head northwards around the golf course. The trail leads directly northwards between golf course and the western reaches of Brenta. Ignor the ascent to Bocchetta dei Tre Sassi through Val Gelada di Campiglio. Instead head farther northwards until you reach Valle di Vento. Here get up towards Passo di Pra Crastron.
(Alternatively you can start from Rifugio Peller in the north. Here you "simply" have to follow Sentiero Costanzi (336) along the summit ridge of the northern Brenta chain. It is a beautiful but exposed trail and can turn rather dangerous in nasty weather. Look at the description of this ferrata to see the details.)
From Passo di Pra Crastron the Ascent to either Sasso Alto or Cima Sassara is a beautiful scramble along the summit ridge of the northern Brenta chain. The initial ascent is steep but once you have reached Cima Benon you are awarded great views of both sides of the chain.
Cima Tuena, Cima del Vento, Cima Rocca and Paradiso are either climbed or circumvented a little below their respective summits. A little below Cima Sassara you reach Biv Bonvecchio, from where the characteristics of the sentiero changes and it becomes a rather difficult ferrata. After visiting Sasso Alto return the same way or rather by descending through Bocchetta dei Tre Sassi along the remainder of Sentiero Costanzi towards Rifugio Graffer al Groste
I would recommend a ferrata set: harness, short ropes and biners. Much of the trail is not secured by cables so you really need experience. Bring your own food and don't forget the water. And because of rockfall you better bring a helmet as well.