My milk thistle issues:
There are a number of trials yes, however almost all have serious flaws in methodology. I won't go in to all the issues, but they're there if you look. If someone asks nicely i could list some of the issues in another post. There is evidence that milk thistle is hepatoprotective through many mechanisms. However the data is so spread out and conflicting... i find it hard to come to any type of conclusion as to whether it will actually help during a steroid cycle. Not to mention at the dosages most products provide. There is substantial data for in vitro animal testings, but last i checked the MoA is not fully defined. Also, the active ingredient silibinin is quite low in bioavailability.
Late Edit: to be clear, my suggestion of clinical hepatoprotectants: TUDCA, NaC, SAMe, Na-RALA