Should one pop a blister after burning with steam?

No: would permit the blister to dry up naturally, by using combination of healing oint, possibly antibacterial creams, and cold soaks few times per day. if no better after few days or getting painful and worse, see dermatologist.

Generally no..but: The natural history of these would have them shrink down & dry in place. The intact blister becomes an effective solid barrier against infection. If it is in a exposed location where incidental trauma is going to break it, you may want to create a small hole in it to let it flatten, but wash the area well & keep an antibiotic cream over the site. Monitor it frequently for redness/drainage.