I don't pay particular attention to oats in my research, generally skipping directly to wheat. That said, I have never come across mentions of steel-cut oats in historical documents. I've seen mentions of rolled oats, but never steel-cut oats outside the stuff the sell at Trader Joe's (an American grocery store)--and, funnily enough, those are marketed as "Irish," but having spent plenty of time in Ireland, I've never seen anything of the sort there. In Ireland, they eat "porridge," which I suppose could be a kind of steel-cut oats; they taste quite different, though.

But, as for when, the earliest possibility has to be the 1860s or so. It's only at that point that millers begin using iron and steel rollers to grind grain. Before that, it's basically all millstones.