Would not use the steamer. One of the best and oldest glove makers Nokona advise against any heat. Steam , oven, or microwave. Best way is to play catch and use a glove conditioner sparingly. You don't want it to get too heavy. Play catch with a weighted ball as this does speed up the break in. Also the best leathers will conform to your hand so let the DD break it in. There is no shortcut to a well broken in glove. Its worth the time to do it right. Lots of video out there using water, steam, foam. Its really up to you, but if its a $200.00+ glove just take your time with it.
From the Nokona website:
[When getting your glove ready, we suggest that you play catch and break in your glove or mitt naturally. This will allow your glove to form a natural pocket around your hand. You may be familiar with different methods and "quick fixes" to shortcut the break-in period. Unfortunately, we have seen the sad results of many of these over the past 80 years. You may also use Nokona Leather Treatment (NLT), our classic glove conditioner, to help with the break-in.