I'll focus on Siberia rather than the Eurasian steppe in this answer as many of the pre-invasion peoples there were similarly nomadic. The Siberian nomads were largely subjugated between the sixteenth and late eighteenth centuries by Russian Cossack forces making heavy use of firearms.
The Korak and Chukchi peoples, among others, took massive casualties and faced exterminatory policies. However, they did win some military victories over the Russian settlers.
In the late 1720s the Chukchi achieved success by using guerrilla tactics against the Russian settlers. As James Forsyth explains in 'A History of the Peoples of Siberia' (from which this and the following quotes are taken) the Chukchi had been engaged in guerrilla warfare against the Russian's forts for some time,
abducting them and their children, frequently besieging the fort itself and harassing the foraging parties of Cossacks.
When a Cossack force with local auxiliaries was sent out in retaliation it was quickly outnumbered leading to a defeat and the killing of the expedition's commander, Major Afanasy Shestakov. His successor, Major Dmitry Pavlutsky, adopted an even more brutal stance against the Chukchi but was eventually ambushed and killed by a large nomad party in 1747.
Similar hit and run attacks aimed at the freeing of captured, hostage and enslaved tribesmen as when in 1641:
The Yukagirs under their leader Peleva attacked and killed the Cossacks at an outpost and freed their comrades who were being held there as hostages.
Less successfully, in 1752:
plans were laid for an attack on the Okhotsk garrison by Korak slaves employed there, to coincide with an uprising of those held in the fort. The gaol, which the prisoners had taken over, was bombarded by cannon and the Koraks chose to remain in it and perish by fire. Their comrades outside the fort had meanwhile been apprehended.
Beyond guerrilla tactics and the use of superior numbers, the main nomadic tactical responses to Russian incursions were to form alliances, even with formerly sworn enemies, and to flee. The Chukchi and Korak allied against the Russians in both the 1740s and the 1780s and many tribes moved to new territory to avoid de-nomadisation policies and slaughter.
Ultimately, and as indicated in the comments above, neither resistance or evasion was successful. Nomads could loot or trade for limited amounts of firearms but the technological gap, incentives to collaborate and greater resources of the Russian Empire were insurmountable obstacles and by the early nineteenth century few tribes were able to retain an independent, nomadic way of life.