Chalazion (for ~6 months) - Steroid shot OR Chalazion removal?

I have this ugly, large Chalazion on my eye. I have had it for 6 months. I am also 7 months pregnant. My options are: 1. Either do a Kenalog 10 shot, but my opthalmologist says it may or may not work ----also, is Kenalog 10 on the eyelid safe for pregnancy???? 2. Have a local anesthetic and remove the Chalazion. But is this safe for pregnancy? Maybe it's better to do the shot first and see if I get any results? Thanks!