No, steel doesn't work, the salt is too corrosive. It's a very challenging problem, imagine you have half the periodic table floating around in a very radioactive salt at high temperature.

Early molten salt reactor experiments used Hastelloy N (nickel: 71 wt%, molybdenum:16 wt%, chromium: 7 wt%, iron: 5 wt%, others:1 wt%), which apparently works. But as others have noted, there is ongoing research to further improve it.