In the first fight, the player commands Zidane, Blank and Cinna. The presence of three thieves makes it easy to steal Steiner's items, then the player should simply attack until Steiner's HP is depleted.
Steiner will always use the attack that causes him to explode into oglops on Blank, even if Blank was unconscious and thus normally untargetable.
In the second fight, the player commands Zidane, Garnet, Vivi, and Marcus. Steiner is accompanied by Haagen and Weimar at first, but they will flee when their HP is depleted. The HP of both is low, so defeating them should be first task. Steiner has nothing to steal this time, so the player can focus on offense. Steiner will never attack Garnet, and with her Cure spell to heal the party there is little danger of defeat.
During the third battle, a Bomb grows behind Steiner, who is oblivious to this until the end, as the party attacks him and the battle ends with the Bomb exploding. The third battle is simple; the party is the same as the second battle but Steiner is alone and again has nothing to steal, so the player should just attack until the Bomb detonates.