Warriors ran in six tries in the 42-17 victory with Steyn crossong for a try for the second successive fixture.
Speaking to Premier Sports after the match, Steyn spoke about Tuesday's open training session at Bridgehaugh - home of Stiring County.
"It pushes you out of your comfort zone and makes you do something different, which is always the key with away games," said Steyn.
"We knew that we were going to go to a ground which was new to us, so to take training on the road this week and do something different really helped and everyone bought into that."
Franco Smith made nine changes to the side that beat Dragons last weekend with Steyn highlighting the impact of those coming into the starting XV.
Steyn also praised the contribution of BKT URC Player of the Match Jamie Dobie who scored two tries and impressed throughout at scrum-half, then wing.
"I thought the boys that came into the lineup this week stood up really well," he said.
Guys like Max [Williamson] and Angus Fraser up front put in a heck of a shift, they really gave us the platform to go out there and express ourselves.
"The way that Jamie [Dobie] played at scrum-half tonight, too - he was outstanding and really set the tempo for us."
Warriors have one final match before the November international window, with Bulls coming calling to Scotstoun next Friday.
Steyn is under no illusions as to the challenge Bulls will present his side but believes Warriors have the strength in depth to match their visitors.
"Knowing our roles is something we put a big emphasis on in training," said the captain.
"Franco's very good at giving guys a bit of insight into what changes are going to happen and why, and everyone is very clear on the detail and what's required.
"That's such a key thing when it comes to the guys coming in and not missing a beat, and that showed tonight."