"do these methylated products do the most damage to your liver on the first pass or second pass through the liver?"<!-- / message -->
That I don't know. The methylation keeps the liver from destroying the steroid, but the side effect is hepatoxicity.
Most of the damage would occur on the first pass but to understand why we need to understand drug metabolism.
Most drugs are absorbed in the small intestine. This means that the drug must be able to survive travelling through your stomach. From the small intestine the drug is absorbed into the blood and travels to the liver through the portal vein. The drug must travel through the liver so that it can be processed or metabolized by the body. Metabolism means breaking down the drug for distribution around the rest of the body and, in the end, clearance or excretion from the body. The liver may form metabolites, or changed chemical versions of the drug, as part of this process. Some drugs are almost completely gotten rid of the first time they travel through the liver. This is called first-pass metabolism.
Thus the greatest amount of drug present is in the first pass and each subsequent pass sees a reduction in the amount of the drug due to systematic delivery which causes metabolism and binding in other organs/cells.