I think this subject is quiet interesting for steppe history
Christianity was actually quiet widespread among the various Turko-Mongol peoples living both in and out of the steppes.
We all know that during and after the fall of the Hunnic Empire in Central Europe, an important number of Huns served in the Roman Empire as mercenaries. Of course, this made them sedentary too. I must confess I have no knowledge on this, but I guess these mercenaries -or if they had, their descendents- converted to Christianity in time.
The Bulghar Kingdom of Moesia-Thracia converted to Christianity during the reign of Boris Khan.
Christians were recorded to have been living in the Khazar Empire.
Like the Huns, an important number of Pecheneks, Oghuz and Qïpchaqs settled in the Roman Empire and served the Romans as mercenaries. It is well known that these were forcily converted to Eastern Orthodox Christianity.
V. V. Barthold points out that Assyrian (Suryânî) tombstones were found in Semirechie. This shows us that the Assyrian Church of Christianity established a foothold in the area between Transoxiana, Altai and Tianshan.
Some, not all, Qïpchaqs converted to Christianity while they were living in the Caspian-Black Sea Steppe. They even had prayer books written in their own dialect.
Most of the pre-Islamic Uyghurs of the Tarim Basin were Mahāyāna Buddhists, there were also Mānīkheists and Nestorian Christians among them. Nestorian churches have been un-earthed in the region while I myself have seen a translation of some Nestorian Uyghur religious texts.
Nestorianism had spread in semi-sedentary or non-sedentary regions of Central Asia too. Nestorian crosses have been found in Naiman-period Altais whereas the 14th century Iranian historian Rashîda'd-dîn tells us about the Nestorians among the Kereyit people, among them the famous Toghoril Ong-Khan. The Turkic Öñgüt (Önggüt) people of Southeastern Mongolia were also probably dominantly Nestorian Christians. Some members of Öñgüt nobility (like Körgöz [George, also meaning "Blind Eye" in Turkic]) made long pilgrimage voyages to the Papacy in Rome.
Actually, the religiously tolerant policies of the Mongol Empire had helped Christianity spread or re-spread in the lands ruled by the Mongols. It was from Central Asia where Nestorianism entered Chine during Mongol rule (it had already entered China during the Táng 唐 Dynasty but it was later banned together with most of the non-Chinese religions). Some members of the Mongol royal families had sympathies towards the Christians while some were believers of this religion (likethe wife of Abaqa Khan of the Ilkhanids). However, with the decline of the Mongol Empire and with the rise of the Islamic Timurid Empire, Christianity mostly ceased to exist in Central Asia after the 14th century.
Eventhough Christianity declined in Islamic Central Asia, it continued to spread among the Turks of Europe. Qïpchaqs going to Hungary to serve as mercenaries mostly converted to Roman Catholic Christianity whereas the Oghuz in Eastern Europe (ancestors of the Gagauz) became Eastern Orthodox Christians. The Gagauz have kept their faith and they are still in the same religion.
One puzzling community are the Qaramanlïs of Asia Minor. Turkish-speaking Christians in Anatolia were named as Qaramanlï during the Ottoman period but their ethnicity remains undecided. Some scholars say they are the descendents of Turkic (Pechenek, Oghuz, Qïpchaq, etc) mercenaries serving the Roman Empire while some say they are Greeks who adopted Turkish as their native language. However, the social organisation of the Ottoman Empire was based on religion rather than language or ethnic-tribal-clan origins/bonds so the Christian Turks were considered to be part of the Millet
(religious community) of Rûm
(members of the Eastern Orthodox Patriarchy of Istanbul). Because of these, they were sent to Greece after the Treaty of Lausanne, according the the agreement on the population exchanges between the Turks of Greece and the Greeks (here meaning members of the Istanbul Patriarchy) of Turkey; despite the fact while they always opposed the exhange, claiming that they were Turks. Most of the Qaramanlïs in Greece have become Greekified totally today but there are still some Turkish-speakers even now. They are also reported to have been socially abused, being labelled as "Turks" in Greece. Today, Qaramanlï tombstones written in Turkish with the Greek alphabet can be found in many places of Central Anatolia.