I've tried the steamy bathroom trick to no avail. I still get frustrated and get dust/lint particles under the SP.
The only thing that works for me is to use Scotch tape when I install those cling type SPs. And that works great! Any dust particles that sneak under while I'm working are quickly removed with one piece of tape to lift a corner and another piece of tape to snag the errant debris from the screen or back of the SP.