ΔE 25.2, loose: different enough that you should pick on purpose. Burnt Iron is noticeably darker than Grey Knights Steel.
Can I use Burnt Iron instead of Grey Knights Steel?
Not as a straight swap; see the closer alternatives below. Loose match (ΔE 25). Burnt Iron is noticeably darker than Grey Knights Steel.
Can I use Grey Knights Steel instead of Burnt Iron?
The same difference applies the other way round: Grey Knights Steel is noticeably lighter.
ΔE is the colour difference between our two swatch estimates: under about 6 is close, over about 15 is loose. Real paints also differ in finish, coverage and how they thin, so test before you commit.