An even better tip would be to use an insulated screwdriver instead of your hand. Or even a capacitor discharge tool, since those apparently exist.

When I had to do an air conditioning capacitor, I used a piece of wood with a nail. I couldn’t tell if adding steel wool to the mix would be a good idea or not.

Wouldn't steel wool catch fire when exposed to an electric current? It might be useful to indicate there was still some charge in the capacitors, though

That was my worry. The resistance might be too high and get too heated. The nail avoids that issue.

In a power supply, you'd also have to worry about shorting and shocking other ICs with steel wool, but not with a big capacitor.