Can I use steele cut oats if I dont have rolled oats?

I wouldn't do that. Unlike rolled oats, steel cut oats are meant to be cooked for a long time to soften them. I think they'd bake up to something similar to a bullet and have a lot of broken teeth. Not the optimum outcome with cookies.

You could try grinding and using them as flour, but I still can't imagine they'd work. I'm sorry.

Hmm... I don't think that you will be able to get the same result. Not sure that you will be able to toast them, grind them, and then process into flour.