No problems shooting steel. There is still yet to be any -- any -- documented evidence of steel-case or bi-metal jacketed ammo noticeably increasing wear on any part of the firearm. If you hear such comments, I recommend you ask to actually see the evidence (because they're probably repeating a gun-store rumor they read on the internet);
I'm interested in seeing the evidence if someone has some, and thus far there has been precisely zero produced.
More importantly, if there is some produced, it must be evaluated within the context of all the other evidence. Given the metric crap-load of steel-case/bi-metal jacket ammo that has been shot in the US over the last 20-30 years without widespread wrecking of firearms, a couple of documented cases of increased/extreme wear would be outliers. Bottom line: there is a lot of evidence that it won't do any more damage than any other type of metallic cartridge material and essentially zero evidence to the contrary.
As has been mentioned, Wolf and Tula aren't exactly 'quality': their charges may not be consistent, it might be dirty, it might not be all that accurate at distance. For professional or precision shooters, it most certainly is not the ammo of choice because of those factors. If you are a competitive shooter or a LE/military professional looking for duty ammunition, I'd definitely look elsewhere.
For the vast majority of recreational shooters, however, it is perfectly adequate and comparatively inexpensive.
BTW, for the 'it can't be reloaded crowd', they most certainly can be reloaded. The Wolf/Tula 9mm cases are berdan primed, which makes them unreloadable for the vast majority of reloaders who are not set up to do berdan (it has nothing whatsoever to do with the steel).
The .223 and .45 cases, however, are boxer primed and reload very nicely.