anisotropic etch of aluminum or steel

Well, you could make V-grooves in silicon with KOH, and then transfer them to the steel by attaching the Si and etching the whole works with more KOH. ;)

You can't usefully do anisotropic etch on a polycrystalline material (e.g. almost all metal samples), but the gray scale mask trick might work, if you don't need crystallographic precision. You obviously wouldn't use a silicon gray scale mask, but you could use some sort of polymer that dissolves slowly in your etchant--which makes the holes get wider during the etch, and so produces sloping sidewalls. The sidewall angle you get depends on the etch selectivity and the size of the features--big deep holes and small shallow holes will deplete the etchant differently.

Cheers,

Phil Hobbs