The German departed for Borussia Dortmund this summer after spending seven years with Albion, making 261 appearances and becoming an important figure in the dressing room.
Steele became close with Gross and has spoken about their connection in an emotional interview.
“The camp was really happy (for him), but also really sad,” Jason said. “Pascal is one of the best friends I've made in football.”
“When I spoke to him and he told me about the opportunity, I totally got it. But then selfishly I didn't want him to leave.”
Steele praised the German playmaker and said how his legacy will be remembered at the club for a long time.
“He's really good, one of the best players I've ever played with, without a shadow of a doubt. He will be a massive, massive loss.
“What we as a team and what the club should remember is what he gave for us, he was extraordinary. He went above and beyond every single week for the team and for the lads. He'll be a legend forever.”