The former Wolves centre-forward and England player moseyed on down to Rodeo's BBQ but he could have been forgiven for thinking he had stepped into the old Wild West.
It was here Steve was encouraged to tackle the rodeo bull and he quickly managed to master the technique.
Steve said: "It's a fantastic family-friendly venue. If the guys get on over here to take on Stevie the bull, I don't fancy their chances."
Simon Parton, the 46-year-old owner, has realised his ambition of creating a unique dining experience for customers by creating a cowboy town in his restaurant.
The live music venue, which officially opens on May 19, also sees staff dressing the part to ensure the right feel-good atmosphere is maintained and there will also be a sheriff in charge.
Opening from 12pm to 11.30pm, with last bookings at 8.30pm, Rodeo's features seating pods based on three wagons, named The Good, The Bad and The Ugly as a nod towards the spaghetti westerns, a bank, a jail-house with two cells, stables, a Sheriff's office and blacksmith's workshop, which will form the backdrop for the "live" country and western music sessions.
Simon, who already owns Fat Daddies Smokeshack, said: "I fell in love with this listed building which has the canal running underneath and which still has remnants of the lifting gear used to load coal onto barges for distribution around the Black Country.
"I was always looking for an older building and this is listed and was previously used for things such as a yoga studio and nightclub but still retains items of machinery from the past.
"It is fantastic and in these times in which we are currently going through because of the pandemic this will offer people in Wolverhampton something different and we already have people booking for parties.
"It is going to be a family-friendly venue with 'loosen-the-belt' American smokehouse food such as ribs, Mac 'n Cheese and pulled pork.
"The idea is to have a really feel-good atmosphere that all the family can enjoy."