how soon after getting a shot in the hip can I work out?

I assist with steroid injection procedures like the one you're describing. The practitioners always recommend you take things easily for a good few days. You may feel that the pain is better and you can do more with your hip, but by straining it too soon you could do more harm than good. If you can, I think you should wait about a week before working out. Good luck and hope the injection works well for you...