Styes on bot eyes that turned into chalazion. Surgery was suggested to drain them but I would like to try Kenalog first? (Photo)

Around 3 months ago I got 2 huge painful styes on my eyes that have now turned into chalazions (from what I am told). Initially I was prescribed keflex and tobramyacin drops and was doing hot compresses religiously. I’m still doing hot compress 1x or 2x a day followed by digital massage but this seems to irritate them. Th photos are after heat and massage. I was referred to ophthalmologist who wants to surgically drain them. I would like to try Kenalog first. Would this be a good idea?