There is a David Steel living in a house at 34 Beach Lane Musselburgh on 1920 Valuation Roll.
Could be J Steele's father, then.
If J Steele was 29 years old on 27 March 1925, he must have been born in 1895/6.
Searching the index to the 1911 census on SP for steel*, j*, age13 to 17, other person in household David, produces 17 results including John Steele, aged 15, in Portobello, Midlothian. Portobello is in the next parish to Musselburgh, so this looks promising.
The family is at 7 Eastfield, Portobello, and consists of David C Steele, 39; Isabella, 48; and four children including John, aged 15, apprentice blacksmith in coal mining, born Ayrshire, Dreghorn. Isabella is the mother of 7 children, all living, but John is the last on the page so the other three must be on the next page. I didn't spend another 6 credits to look at them.
I think there is a reasonable chance that this is the J Steele you are looking for.