I presume "sanctuary" refers to the old Iranian tradition of bast, by which someone can seek refuge in a mosque, shrine, or certain other sites and in theory remain free from government interference. This was used during Iran's 1905-06 Constitutional Revolution, both at the shrine of Shah 'Abd al-Azim, a Shi'ite martyr from the 9th century, and later at the British embassy, which became the site of a huge tent city.
I am unsure how this would work in a 21st-century political context, but the symbolism would be powerful.
Please note also that this is in contrast with information that Mousavi is under house arrest. Even if he is, however, there may be something to it, such as a call for others to gather at Imam Khomeini's shrine.
(Crossposted to American Footprints)