Ive had a few packs get picked up by customs but they still let them through, but asked me to pay extra charges "import taxes"
This was with hgh and im pretty sure they didnt know what it was
If they know its steroids and decide to keep it, then you wont get in any trouble. You just deny all knowledge, they cant prove you have bought anything, only that someone has sent something to you
Obviously if it happens repeatedly then they will have cause to get you in trouble but a one off is no problem.