There is a document in the Files "Updated Deworming Guidelines" that you may find helpful.  In my experience a sheath in need of cleaning and/or Pinworms will cause tail rubbing.  Since Pinworms colonize on the rectum I have found wiping the rectum off with Vaseline/paper towel brings some relief until the dewormer kicks in.  I have found cleaning the sheath and checking for beans brings almost immediate relief.  I would not use a steroid shot.  Cleansing the raw area with a mild soap and applying a barrier such as Zim's Crack Cream should help with the healing.  I would avoid any topical that might cause more irritation to the skin...i.e Iodine or fly spray.   Other Members may have suggestions for other mild topical treatments that are effective.