In the late stages of steel production in the New Zealand Steel hot strip mill, the sheets pass through a series of four pairs of rollers that squeeze the metal to the required thickness. The gaps between the pairs of rollers are controlled by controllers based upon a combination of models with feedback from measurements. New Zealand Steel brought a project to consider this process to the 2016 Mathematics-in-Industry New Zealand Study Group. The lines of investigation described include mathematical models based on the physics of the process, which have identified the primary parameters affecting steel processing between the rollers; and statistical analysis of data provided, revealing that the present electronic controllers improve target gauge over time. The first few metres of a strip are often outside acceptable thickness limits after going through the rollers. We diagnose likely causes and suggest possible cures. 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