My baby had this sore and red cheek again last time. I went to PD, he's given a steroid cream and its healed after 4 days of using it, but I heard steroid can make the skin thinner, do you have any suggestion of what to put on his cheek?

Yes, you are right best to avoid using steroids for skin issues. There is a risk of TSW (topical steroid withdrawal). You can read up more on TSW from http://itsan.org/ For me, I have been using MooGoo and Four Cow Farm products for baby skin problems. The ingredients are made from natural sources and definitely safe for babies. For red cheek it could be due to infection. I suggest you can try Four Cow Farm Tea Tree Remedy for infection. For normal rashes, I always resort to For Cow Farm Calendula Remedy. Before you try any new cream product on baby, remember to do skin patch test by applying small amount on skin first to see if there is any allergic.