Is he taking oral steroid? Or are you using a nebulizer or inhaled? I assume he also has something like Albuterol to go with the steroid?
Steroids all have that kind of side effects. Some kids may experience more side effect than others. There are ways to reduce steroid dose, but it's impossible to eliminate it .
There is a new group of drugs called Leukotriene Receptor Antagonist. One of the brand names is called Singulair (oral). This is in addition to, but not to replace steroid. However, you might be able to use less steroid with this on board.
Since he is so young, there are drugs that are not approved for 4 and younger. However, some doctors are willing to prescribe drugs that are approved for 5 and up in special cases. There is one called Serevent(inhaler), which is like a long acting alberterol. Again, this is in addition to steroid, hoping to reduce steroid dose. There is another group called Mast Cell Stabilizer. One of the brand name in this group is called Cromolyn. It is approved for 4 yo and under but not a first line treatment for asthma.
Please keep in mind these are all just suggestions. From what I know there is almost no way to eliminate steroid.
