How do you handle Medrol (methylprednisolone) allergy?

What kind? Allergy to steroids is extremely rare. Side effects are common. What are your symptoms? If you don't have hives, you likely have a side effect and not a true allergy.
Stop it. You may need benadryl (diphenhydramine). I have not seen it, and the paradox is that steroids treat allergies. This may be a side-effect. There are quite a few corticosteroids available. Most would have Medrol allergy features. However with any steroid, taken orally or by injection, some people feel facial flushing (common), anxiety and/or sleep disturbance are allergies.They are benign short-lived side effects.