Well, I think the delivery of methylated steroids is already quite good, but for non-methylated I think absorption is lower. However, I believe that it's the liver first-pass that metabolizes the non-methyls so I'm not sure it's even something solubility would improve. I'm no Patrick Arnold though, so just my layman's attempt to look edjumacated... But perhaps you could skirt the DEA/FDA rulings by attaching a Nitrate salt to Class III controlled substances...
Think about how intense the pumps would be though. Helllloooooooo back/shin/body pumps!!!