Immune suppression with steroids is of course a part of the classical clinical armamentarium - two things are interesting here on this (mouse) cytokine release syndrome (CRS) paper: at the basic level, it explores an analogous physiologic regulatory circuit; in terms of clinical potential, it shows good effects (in mice) of low dose pretreatment - a viable option for CRS, as it is often caused by a clinical intervention.
"Mice treated with CD3 antibodies were protected against lethal CRS by the production of glucocorticoids (GC) induced by the adrenal stress response in a manner dependent on the scavenger receptor B1 (SR-BI), a receptor for high-density lipoprotein (HDL). Mice with whole-body or adrenal gland-specific SR-BI deficiency exhibited impaired GC production, more severe CRS, and increased mortality in response to CD3 antibodies."