We've just steamed a load of anaglypta and woodchip off the walls of our hallway and kitchen/diner, the trick seems to be getting the top layer off first, and then getting the thin paper layer off second.
For anyone trying to attempt this, you will need a steamer going for a fair few hours, and if you are stripping the ceiling, close all the windows and doors of the area you are working in, so the rising steam does the work for you.
The hallway walls were done in a couple of hours and the steam that had collected meant that the woodchip on the ceiling came off in strips in no time.
The kitchen diner was done in smaller chunks of time over a few days, so no real time to let the steam work into the ceilings. The woodchip proved more difficult then. Some of it came off easily, but once the room had cooled and dried out, took a bit more time. There were also residue bits of wood/paper on the ceiling that just seemed to be moved around by the scraper. These needed to be wiped down with a scourer sponge soaked in diluted sugar soap, but this worked a treat.
So top tips are:
Do let the steamer do all the work (we used a £25 one from B&Q - worked fine)
Do try to take the top layers off in a large strip and work on the thinner layer underneath
Do everything whilst the walls and ceiling are still moist
Do expect brown water to drip on your head when you are attacking the ceilings