It depends on whether the instructor/host will let you. I am an instructor with a private training group, and we allow steel case as long as you have confirmed that it runs reliably and safely in your gun. If you have substantial issues with the ammo in class and it causes you to slow down, there will come a point where we will stop waiting on you and will just keep going, and you can keep up and deal with it or leave. This hasn’t happened yet as a result of steel case ammo because for the most part, that ammo runs fine (we’ve had to do it for junk rifles with generally poor reliability).
The only thing we do with steel case is at the end of the course make you police your own casings and keep it separate from the other brass buckets. We sell all brass we collect that students don’t want (students can reclaim their own brass if they choose), but we can’t sell steel case and we don’t like sorting that crap out before we sell it.
Point being, it shouldn’t be a problem, but just check with the training group or host.