Darby -- If your shooting a 12ga then go with 2 3/4" #2 steel loads. Yes, smaller steel pellets will kill them but research done by Roster on steel pheasant loads concluded that #2 steel out performed #4 and #6 steel loads at all ranges. You should be able to google it and read it for yourself.
If you're shooting a 20ga then a 1 oz load of #3 (to keep pellet numbers up) or #2 steel will work just fine. In the Roster study, he concluded that #3 steel would be a good load.
In a 12ga, I use the Rem Sportsman 2 3/4" 1 1/8 oz #2 steel load with SK/Mod chokes in an O/U. Here are a few of my pattern numbers to give you an idea of their performance.
Patterning results from a 12-gauge Browning Citori with 28" Invector-plus barrels using Briley flush chokes (patterns average of five, 30" post-shot scribed circle, yardage taped muzzle to target, and in-shell pellet count average of five).
12 GA 2 3/4" REMINGTON SPORTSMAN HI-SPEED STEEL LOAD
1 1/8 oz #2 steel (139 pellets) @ 1,375 fps
30 YARDS / SK / pattern 116 (84%)
40 YARDS / M / pattern 114 (82%)
In a 20ga, I use the Rem Nitro Steel 3" 1 oz #2 steel load or the Win Drylok 1 oz #3 steel load with SK/IM chokes in my O/U. Here are a few of my pattern numbers to give you an idea of their performance.
Pattern results from a 20-gauge Browning Citori with 28" Invector-plus barrels and Briley flush chokes (patterns average of five, 30" post-shot scribed circle, yardage taped muzzle to target, and in-shell pellet count average of five).
20 GA 3" WINCHESTER DRYLOK STEEL LOAD
1 oz #3 steel (145 pellets) @ 1,330 fps
30 YARDS / SK / pattern 114 (78%)
40 YARDS / IM / pattern 106 (73%)
20 GA 3" REMINGTON NITRO-STEEL LOAD
1 oz #2 steel (118 pellets) @ 1,330 fps
30 YARDS / SK / pattern 101 (86%)
40 YARDS / IM / pattern 99 (84%)
Good luck.
PS: Here's a link to a write-up on the research.
http://www.nodakoutdoors.com/forums/viewtopic.php?t=67889&mobile=on