Epoxy primer
Before I permanently installed my steps, I beveled and rounded all the edges, abraded and cleaned all the surfaces, and shot them with AKZO epoxy primer. This primer seems to adhere to steel as well as it does to aluminum, as long as the surface is properly prepped.
I also shot AKZO on the area of the fuselage skin that will be in contact with the step's flange. Priming both the flange and the skin is belt and suspenders. I think good primer coverage in that area is critical, since an interface between aluminum and steel with potential for moisture getting in between is a recipe for corrosion.
Ultimately, the external steps will get painted along with the rest of the airplane. I think my fit is good enough that the paint will also seal the seam between the flange and the fuselage skin. If it wasn't, I'd consider filling any gaps with proseal before paint.
-Roee