bolt gun
Sorry, I cannot help you regards shooting steel case from a Savage bolt. I will comment that an x39 bolt rifle is a fairly useful and practical item. My Ruger 77MKII so chambered is a delight to carry and shoot, usefully accurate within the cartridges practical range. Purchased originally as a youth rifle for bamaboy, I now hunt it frequently during our long whitetail season.
But, I do not shoot steel case from the Ruger bolt (nor its cousin the Mini30, anymore) based on the rather flimsy logic of...."steel on steel, ist nein gut." Yeah, I know cases are mild steel, and the steel jackets are mild as well, but, can the mild steel be AS mild as brass or copper? I'd suspect Savage has a manufacturer stance on the issue, have you checked with them?
Be prepared to get some grief over the x39 not being a "true scout" due to its milder chambering. But irregardless, an x39 bolt does much of what many of us do with rifles, at a fraction of the noise, fuss and expense. If you buy it, I believe you will not be disappointed.