Far as I know, Browning is the one outfit that issues a blanket warning: No steel in any of their Belgian-made guns. OK in all the Japanese-made guns.
Dagnarble, you actually have two issues here, although we usually only focus on one of those issues: the hardness of steel shot. But we also need to focus on the other issue, which is the pressure generated by the shell in question. (This is true whether you're talking steel or lead.) If you have an old American gun made with chambers shorter than 2 3/4", then it was proofed at a lower pressure than that required of modern guns. That means you should avoid BOTH steel AND modern American lead loads in such guns--because of the pressure, if not because of the harder shot. The pressure issue eliminates (or should eliminate) a lot of guns made prior to WWII from use with steel.