I have never used APCI for steroids, only ESI. I believe APCI may go a little too harsh on the steroid ring structure and you will not be able to see the full structure later. There are plenty of studies on using ESI for steroids, I am pretty sure you can find something useful on Web Of Science or Science Direct. Good luck!
APCI should also work with steroids in my opinion. In our laboratory we are dealing with triterpenoids and we are always using APCI (pos or neg) because it always gives better results than ESI. So I suggest that you at least try APCI as an alternative.
I've used APCI (neg) and ESI (neg) on steroid estrogens. Both work well. APCI has the benefit that it tends to be less affected by ionisation supression and therefore give a more robust method, particualry if you are not using deuterated internal standards etc. Cheers Neville