The only time I had a (one) cortisone shot was when I had dequervains tendonitis in my wrist. Unfortunately it didn't help me and I ended up having surgery.
Some surgeons will try other methods first such as cortisone to see it helps before doing surgery.
I would make sure you see a surgeon who is either a hand surgeon or a upper limb specialist if you decide to go through with the surgery.
Hope this helped.