I will agree that the best metagross sets to use would be supportive, since steel is a poor offensive type. But metagross is weak to ground and fire and neutral to fighting and water, so it really doesn't pack resistances to common attacking types (except dragon).
Dual screens or stealth rock seems nice, but where does metsgross get a free turn to set that up? What does it force out?
Just thought of this though,
Maybe you could try trick-band set? Enough offensive power to really pose a threat, with trick as a team support move when you need it. Metagross gets trick right?