Yup, the steam room is a great idea.
I just installed mine for the first time today, and what helped was tape. I used tape to lift up the shield when I had to re-do parts, then I used another piece of tape to pick up any dust on the screen or on the sticky part of the shield. I then used a cardboard scraper that was included with my Otterbox case and a cloth to iron out the bubbles. I found that some small bubbles didn't require a whole re-do lift of the shield to get them out. I just pushed on them with my finger and mashed a little, and some of them went away like that.
It took me a good 30-40 minutes to keep re-doing parts of it...lift shield with tape, use tape to tap away dust, then I scraped across the shield while I applied it again and again.
I still had a couple edge bubbles I couldn't get rid of, but they're covered by my Defender. If they still bother me, I might get a pro to re-do it for me, haha.