I have and have shot plenty of it and other cheap steel cased ammo. it works fine in most guns although it is a bit irregular in terms of accuracy and it is dirty.
the one issue I have encountered is with the varnish coating - most steel ammo is coated in varnish or lacquer or some type of polymer to deter corrosion and help feeding. It can stick inside your chamber in addition to other parts of the gun Which at the very least means more and more careful cleaning than brass. Build up inside the chamber in particular can impede function. In the worst case you can get adhesion inside the chamber and get a stuck case. That happened to me shooting an AR a couple of times that I think has a pretty tightly specEd chamber. The polymer/varnish in the chamber gets hot and cooks the polymer/varnish on the next round too. They bond and you basically have a round glued into your chamber. My ARs extractor was kind enough to tear a chunk of the the rim off the casing so I had a live round in the chamber with no way to get it out. I let it cool down and tapped it out with a rod. After a really good scrubbing all was good until the next time. I don’t shoot steel in that ar anymore. Research says it is not an u common problem, but I Have not had an issue with other ARs, HK pattern 308s, AKs or glock pattern 9mm handguns.
Other than that, I had one cracked primer. That will send a bunch of gas into the gun and in my case blow out the bottom of a mag. You will think your gun blew up and you will be glad you are (hopefully) wearing shooting glasses. apart from that, I have run a few thousand rounds of various steel in a number of boomers and only had the normal amount of issues one expects from cheap, dirty ammo.