Steel shells such as the ones you describe are perfectly adequate at pigeons out to 40 yards but make absolutely sure your gun is proofed for them and you do not put them through guns with more than half choke.
If you read Ian Mason’s article on this subject in last month’s issue of Sporting Gun you would clearly understand why.
As he discovered after talking to gunsmiths, no-end of otherwise perfectly usable guns are being ruined by steel shot.
As an aside, there is a very lucrative market for pigeons shot with steel pellets, from people who keep birds of prey.
They cannot take the chance of one of their birds ingesting a lead pellet, so they will pay a premium for steel shot pigeons.