If it's only happening when you take him to the groomer it's likely an allergy to one of the products they use. Try a more sensitive, oatmeal based shampoo like Earthbath Fragrance Free Oatmeal and Aloe. It's also possible the groomer isn't getting all of the shampoo out and there is residue still on his skin which is irritating. Your vet should have had you try this before prescribing steroids.
If he's itchy all the time, regardless of having been groomed recently that's another story. You vet should be checking for fleas by parting his hair in multiple places and inspecting his skin for flea excrement. If the vet hasn't been doing this you can do it at home with a comb. Also, your dog should be on a flea preventative.
You can try an anti itch spray (usually tea tree oil and oatmeal based - not bitter apple spray or other deterrents). If that doesn't work you can try Benadryl (the dose is 1 mg per pound, so if your dog is 10 pounds the dose is 10mg). Make sure the Benadryl doesn't have any added cough or cold medicine mixed in. Lastly you can look at your dog food choices - it's possible he's allergic to something he's eating.
Hope your pup feels better soon.