After more than a week not touching this save game I tried my best to conquer the steppes. I made NAP with as many christian Kingdoms as possible and did go against a massive DP. The war took me 8 year to accomplish, I lost more then 5000 gold in levy and retinue upkeep and I faced 3 or 4 inhered rebellions in this difficult time. Those rebellions were easy to put down and two other good things I have to mention about them. I inherent the raised troops of the former Viceroy which provided a good reinforcement for the loses to attrition. Also the +15? (I am not sure about that right now) opinion modifier for putting down those rebellions kept my other vassals from rebelling. All in all it is a huge investment for 4 empty steppe provinces. -.-