One piece of CCTV footage shows the blue tit hurtling towards the camera, high above a mobile cash machine.
Another is a little more blurry as the wanted bird gets right in front of the camera and tries to stick his beak into the lens.
"He must like his reflection in the lens," one officer said.
"He keeps getting in the way and is always blurred and out of focus because he's so close."
The force announced that Steve was "back on his rounds again" on Monday, sharing an image of him peering into a camera.
On Sunday, they appealed for information about the "movements and identity of the pictured subject".
Bluetits often peck at their own reflections in windows or glass believing that another bird if intruding near its nest site as they try to protect their breeding territory.
The birds are well adapted to gardens and towns. In winter, they form flocks with other tits, roaming the countryside and visiting gardens in groups