I recently gave Steam Audio a try and it seemed to work nicely in the editor and on clients.
However, the dedicated server started to fail initializing Steamworks in cooked builds. The workaround for this issue is to copy the steamworks dlls from their original folder in the Engine/Binaries/Thirdparty/Steamworks folder to the Game/Binaries/Win64 folder.
As soon as I remove Steam Audio, Steamworks functions again as desired.
Is this a known issue?