EPR steering is an asymmetric form of correlations which is intermediate between quantum entanglement and Bell nonlocality, and can be exploited for quantum communication with one untrusted party. In particular, steering of continuous variable Gaussian states has been extensively studied as a manifestation of the EPR paradox. While most of these studies focused on quadrature measurements for steering detection, two recent works revealed that there exist Gaussian states which are only steerable by non-Gaussian measurements. In this paper we perform a systematic investigation of EPR steering of bipartite Gaussian states by pseudospin measurements, complementing and extending previous findings. We first derive the density matrix elements of two-mode squeezed thermal states in the Fock basis, which may be of independent interest. We then use such a representation to investigate steering of these states as detected by a nonlinear criterion, based on second moments of the pseudospin correlation matrix. This analysis reveals previously unexplored regimes where non-Gaussian measurements are more effective than Gaussian ones to witness steering of Gaussian states in the presence of local noise. We further consider an alternative set of pseudospin observables, whose expectation value can be expressed compactly in terms of Wigner functions for all two-mode Gaussian states. However, according to the adopted criterion, these observables are found to be always less sensitive than Gaussian observables for steering detection. Finally, we investigate continuous variable Werner states, which are non-Gaussian mixtures of Gaussian states, and find that pseudospin measurements are always more effective than Gaussian ones to reveal their steerability. Our results provide useful insights on the role of non-Gaussian measurements in characterizing quantum correlations of Gaussian and non-Gaussian states.