No worries, its a worrying thing for sure.
DS2 was smaller than DS1 but I was terribly sick with him at 30 weeks (I got a vomiting bug) which meant I had so little fluid around him that he started having prolonged decels (heart rate dropping) and my OBGYN almost had to take him out. I was 30+3 and terrified because he was so so tiny. And because his growth was on the slow side, I was then on a mission to eat as much as I could afterwards. I contracted constantly and was on meds to stop labor from 31 weeks to 37 weeks and in the meantime all I could do was hope that he was gaining weight so if he did come early he'd be ok.
DS1 was born with a head on the 5th centile if that makes you feel any better! And he's completely fine, didn't look weird or anything, just looked very delicate.
I just grow them small apparently, I'm 5ft 8" but I was only 6lb 5oz and I was 4 days late. My DH was also the same weight when he was born, so I knew I wasn't going to have a belter, but the slow growth is always a worry because really you can't do much for it except eat little an often. I think I relied on hummus and carrot sticks, pita chips, western Caribbean porridge made with condensed milk (tastes like pudding, I didn't even want to think about calories!), cheese sticks and white chocolate magnums to get me through.
And yes, the steroids are bloody horrendous, right along with a sweep
Give me labor over either of those thanks!