Local steroid injections don't have the health implications that taking a course of tablets does. (Any of the medical types, feel free to correct me!) I'm assuming that this is an irritative bursitis not and infective one. Not an easy area to 'rest' (i.e. not irritate further) to allow the inflammation to subside, so I imagine a local injection is probably the only way forward. I'd be interested to hear how quickly it resolves.
