What can be done to get sugars down after a steroid shot?

Several things. Avoid steroids if possible. Talk to your diabetes doctor before getting steroids to develop a plan based on your usual treatment. If it's too late for those suggestions, be active - try to walk for 5-10 minutes every hour that you're awake. Cut back, or eliminate carbs from your diet until the sugars come down. Just drinking water can often keep sugars below 200-240.
Enough sports. After a steroid shot, if you have enough sports and activites todo physical exercises and relax the blood sugar levels will get down easily, at the some time the personal habits also wants pay attention.