The amount of steroids produced in the skin is really tiny compared to the rest of the body. If I'd have to take an educated guess, I'd say that skin consumption does not significantly influence steroid levels. As for preparation methods, cooking them in water would be the only sensible thing to do. Steroids are quite fat-soluble, so cooking the skin in hot fat would not only potentially destroy them or structurally alter them, it would also mean that you lose what little steroids are present unless you drink the fat afterwards. Which doesn't sound very appealing. Altough people do a lot of crazy stuff in their quest for health. And drinking fat can't be that much worse than drinking grass juice and doing enemas on a daily basis, right?