Steroid shots only work if there is inflammation.

I've had 4 over my lifetime. The one in the ball of my foot was helpful for the cracked sesamoid bone that was inflaming the tendon there.

I had one in my knee after an MRI showed synovitis.(inflammation). And I had one in my right wrist for carpal tunnel when I was pregnant, after an EMG showed compression there.

But the one in my left ankle, was a failure..poorly placed and I still have pain flares from that debacle!

If you have some mechanical problem, and respond to NSAIDs, I think the steroid may work, IF done properly.

Lidocaine injection? That wears off in a day...don't see how that would be a benefit at all. (they sometimes put a bit of lidocaine in the steroid shot because the injection of just the steroid stings for a bit. That stupid podiatrist (I had other complaints about him to) used the lidocaine that way and I couldn't walk after! The one in the ball of my foot, I requested no lidocaine, and it hurt for a minute and then stopped.
The knee one had Marcaine (similar) in it and was a huge injection into the joint...that stopped my pain, and I could walk normally after--my leg did not notice it, since it was into the knee space only, which is different from the foot.