First of all, steel is much harder than brass making it more difficult to work with. It will make resizing a challenge, let alone getting a nice consistent shoulder setback, neck diameter etc. Also, because steel is harder than brass, and your dies are probably steel (maybe carbide), steel cases could cause your dies to wear, where brass will not.
Then there is the fact that because steel is harder, it will become brittle much quicker and therefore the cases won't last as long, so your load you developed will have to be reworked often.
Seating bullets will be difficult and probably require a special neck sizing die, otherwise you will probably deform the bullet a bit when seating it.
Those are the relatively easy issues to overcome...The primer issue is probably the biggest issue. Berdan primers are a pain to remove, and they are hard to find to reload. So if you do get it removed, you will have to drill out the anvil and form a new flash hole, then find a boxer primer that will work in the berdan sized pocket.
AND, since steel cases won't last long, you will have to go through this process often....
There are probably many other issues but that is a lot of work just to get it to work. Also most of us don't hand load just for economic reasons, we do it because we can make much better ammo for our guns than you can buy.
So with all that said, if you are looking to cut costs, just stop buying steel cased ammo and buy brass cased to reload, or buy once fired mixed headstamp brass. It's kind of like reloading rimfire ammo, if it was worth it, we would all do it.
FIFW, I think there is some boxer primed steel cased pistol that might not be too difficult to reload, but I get pistol brass by the garbage bag full of like $50...So why bother?