The cushioning pressure of steam is much lower then the admission pressure, because most of what was in the cylinder has expanded and been released before the valve closes to exhaust. It’s condensate that’s the problem, not the compressed steam.
I would think setting the relief valves to boiler-pressure ideal: the pressure of steam in the cylinder before cut-off is lower than that so won’t open the relief-valves.
Interesting question, that one. Are many miniature locomotives fitted with relief-valves?