I think generally if you have a varied diet (95% healthy) with little junk, you can get away with not giving vitamins.  It would not surprise me if Vitamin D  IS affected as it is important for uptake of calcium to bone.  Calcium uptake is somthing that IS affected by steroid use and if this is too prolific the bon density suffers for it over a period of time.    On replacement medication in a well controlled period, I’d say that  calcium uptake would be better than the average "normal" child’s calcium uptake though as a treated child’s cortisol levels drop to lower than a untreated (normal health) childs--when the meds wear off towards the next dose.  Therefore their anabolic levels at that point are slightly higher than the norm--- it’s like a see saw effect--and one scenario balances out the other.  I guess if you are giving a calcium supplement to a child with CAH (if they don’t have a diet high in such) then it would be best to make sure it has vitamin D in and have the child take it at a point in the day were calcium uptake is optimal.  Away from steroid doses.  I.e. before bed if the take their larges dose in the morning or lowest or last dose at dinner or in the afternoon.  Either that or make it a slow release calcium supplement in the morning.  

"Some" is better than none.  Kids can often need up to 800 mgs calcium per day at times and if this is not in their diet, then it is taken from bone instead and that’s ow bone density is affected.  Your not building bone in that scenario but stripping from bone.    High cortisol levels as you know will affect uptake though, which is why I suggested taking calcium at optimal times. It may make a difference.