While he may show some improvement in other areas, his little feet look terribly sore. I have a feeling that perhaps something else might be in order .. even if only on a short term basis until he stops biting them. Once they start, it is often difficult for them to stop. Its like when we get a mosquito bite...we itch and that stimulates the histamine in our body and we itch more! And, you cannot tell a dog not to itch...that it will stop if they stop.
Oh..and yes, also you have to treat symptoms while waiting to see if the allergy injections are helping.
I am not crazy about steroids either, but they do sometimes have their purpose. And, honestly with a low dose like in Temeril P it rarely causes problems. And..if there is going to be a problem it will usually stop once you discontinue the med.