All medications have side effects. As for steroids, I have used them many times when needed .. there are ways to dose them to minimize the risk of side effects.
Sometimes it is better to treat early with meds suggested by your vet rather than to let it go on to a point where it is more difficult to treat. I have seen folks do that...and sometimes the results are not so good.
As I suggested in another post, all the changing of foods isn't something I would do with a pup with a sensitive GI tract. It is why I always do consults with vet nutritionists for my sick pups that are not going to be well managed by one specific RX food.
He is very cute!