As someone else has stated, higher velocity steel loads kill better.........we shot a mallard once 13 TIMES after it hit the water and the bird still kept swimming; when we paddled the canoe out to get it, when we got the bird in the boat, and shook it, all you heard were pellets that fell out of it's feathers hitting the bottom of the canoe.
After that, I started looking into reloading steel........I've settled on a handload of 1 oz of #3 steel in a 2 3/4" hull chronys out to 1480 fps. It kills cleanly out to 40-45 yards. This is my "go to" waterfowl load when I am hunting ducks specifically.
Having said that, I am doing more shooting (hunting) with bismuth handloads.....reason being some of the areas that I hunt have ponds that might have a wood duck or mallard loafing on them; if I'm out hunting grouse, and flush a duck, I am perfectly legal to take that bird. The other is a lot of areas are requiring the use of nontoxic shot for ALL hunting, for various reasons (protecting predatory species from lead ingestion, area being managed primarily for waterfowl, etc). A couple of pheasant preserves that I hunt are now requiring nontoxic shot only.......they are concerned about possible EPA problems because of the amount of lead thrown out during their tower shoots.
There are advantages to me using bismuth.......I can reload it in 12, 16, and 20 gauge using regular wads and powders (no 'special' powder, like Alliant STEEL needed, nor thicker plastic wads), I can use it in my muzzleloading shotguns, and I don't need to worry about barrel damage in my guns with thinner barrels, such as my doubles and my Ithaca M37.
With steel, I've found that I needed to go up two shot sizes larger than what I used with lead, and with bismuth, it's one size larger...........I use #6 for most of my upland work, and #4 or #5 for pheasants and waterfowl. For geese, it's #2 or BB.
I've also reloaded and shot birds with tungsten loads.........they kill great, esp. at a distance. But as someone has stated already, do you want a "shoot" or do you want a "hunt"? Hitting birds and watching them sail away to some other unit, the refuge, or somewhere where they can't be retrieved is wasteful and distasteful! Bring 'em in close and shoot 'em in the lips!
One last observation: I don't know what loads the OP was using, but not all steel shotshells are created equal. Before I reloaded steel, I used winchester supremes, 3" shell with 1 1/8 oz of copper plated #2 shot.....and they killed well. The shells I was using in the first part of this post were some that we picked up at Kmart and were just "standard" steel shot loads. At the managed area I hunt a few years back, I found some shells that had dropped out of the pocket of somebody at the boat launch. The brass on the hulls was shiny, so they were just recently lost. They were a mix of a couple of better known manufacturers, and when I cut them open, the shot on the inside was coated with a thin layer of rust, and the powder was damp and caked together. Also, a good percentage of the pellets were not round, but oval and oblong, and appeared to be of various sizes and not uniform at all...........it looked as if the company swept up the rejects and loaded them into a hull!
I guess it's true.........you get what you pay for!
Just my experience and 2 cents.............sorry for the long post.