There isn't anything you can do about the steroids. They are bound to send your sugars high. What you could do in between your chemo sessions is to keep them as low as you can. I can't advise you on how to do this as you haven't mentioned which type of diabetes you have nor which diabetes meds you are on.
Best of luck with your chemo. I went through it myself 3 years ago.
As @Bluetit1802 says, it's tricky too be too specific with any feedback, bearing in mind we know so little about you (which is absolutely fine).
Were I in your shoes, I'd be trying to do my best, but my view would be that the bigger picture. I'd do what I could, when I could, but it feels to me like I would desperately want effective short term chemo (for a condition I am assuming is potentially life threatening or life limiting if you dealt with properly), with a reluctant acceptance that my average numbers might go adrift for a brief period.
Whilst I was very fortunate not to have a seriously worrying diagnosis, I went through a difficult time a year or so ago, dealing with a medical issue, and the stress of it all nudged my numbers up a little for the duration.
Just do what you can do and every best wish for the best possible outcome from your treatment