Three weeks after chalazions were gone, my eyelid is still red, droopy and thicker (bigger). Do I need steroid injections?

Need photo or examination to better help. Chalazions can come in bunches. There are various treatments that can be considered but draining is the surest. 

Often residual thickening of the eyelid takes weeks to months to completely resolve. I have my patients continue medical treatment with hot compresses and antibiotic (or antibiotic/steroid) ointment for 4+ weeks after chalazion excision. If there are other underlying conditions such as rosacea, oral Doxycycline may be added. You will hear different opinions, but I am not a fan of intralesional injection of steroids. Best wishes.