I'm late to this conversation but info is info so here goes:
The nerve block is very different from a steroid shot. In general, the former is diagnostic and the latter is for treatment. I could rabbit trail and say that nerve blocks are treatment for several conditions such as migraines and complex regional pain syndrome, but I'll stay on course

The general course of action is to see if the nerve block (which is largely a numbing agent like Marcaine or Lidocaine) takes away the pain. The info then helps decide the next steps. If the onset of pain is recent, the doc could prescribe nerve-modulating drugs. The other extreme is nerve ablation, which injures the nerve in such a way that it temporarily stops firing. I've never had the ablation done because it wasn't indicated for my problem. I've heard some bad stories, but I also have a friend who goes every 6 months like clockwork. That's the thing about the ablation - it's temporary, and can cause its own side effects. So buyer beware, so to speak.

Nerve blocks can be done frequently and are often given in a series of 3. They're expensive (I live in the Midwest and the full-on cost including hospital time, surgeon, radiologist, etc. is ~$1,800.) but usually covered by insurance. I have one of those conditions for which nerve blocks (used to be) for treatment and I've lost count of how many I've had over the past 15 years. 30? 40?

As for risk, I won't say there's none. The risks are related to surgical error, so it pays to go to a place where they are rote. My issues are upper extremity, which is much less common than lower, so I had to do a pretty intensive search to find someone who had done a lot of stellate ganglion blocks. The injectable itself does have a small amount of steroid, but apparently not enough for anyone to get excited about.

Good luck with whatever you decide.

Funny story but not informational:
The only side effect I've experienced is a tattooing effect. I had so many done in one spot, right in the middle of my throat - and they always mark the location with a marker - that the ink has penetrated my skin. It's not noticeable when looking at me, as it looks like a freckle, but the moment I lie down on the table, the anesthesiologist breaks out into a big . X marks the spot, so to speak.