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Can I swap my TRX for STEEM?

Yeah, you can do that!

What are the fees like? Is it cheaper than going through an exchange in order to get my TRX into STEEM?

It depends on the pool size. However, I prefer using JustSwap.

once you get to tsteem, how do you get to steem, and what are the fees like?

tsteem is only a TRC20 token on the Tron Blockchain, you are not actually converting Tron to Steem, but you are trading Tron for a TRC20 token tsteem. Currently I am using Binance, send tron to Binance, sell for BTC and buy Steem. Seems like a pain in the butt, but is currently the only way.

tsteem is a wrapped version of steem no? There should be some way to unwrap from tsteem to steem no?

Not that I know of, only in JustSwap, tsteem back to Tron. Only way I know to trade Tron to Steem is on an Exchange, not wrapped coins.

Don't mess with the wrapped coins, it will drive you nuts. Just send to Binance, and trade TRX to BTC then BTC to Steem.