Yes, I've caught steelhead with perch roe. As mentioned, if you're cleaning a whole bunch of perch then you can gather a decent amount of eggs for tying up into roe bags. Having said that, most anglers will choose to milk a salmon or trout and use those eggs.
It's fun to experiment with different baits! I'd bet you'd be hard pressed finding any local fish species whose roe isn't an effective trout bait. If you can dupe a steelhead into biting a pink worm, then surely they'll feed on almost any type of roe.