Not to pick on Chevelle, but there is a lot of misinformation being thrown into the discussion. Steam has more specific heat that (potentially) allows very quick response.
Single pipe steam systems utilize the same pipe for steam supply, as well as for condensate return. These are low-pressure type steam systems which means less than 15psi, though in practice typical system pressures are usually 2-5psi. The condensate flows by gravity, against the direction of the steam flow, providing the pipe slope, as well as other factors, are correct. This is a relatively simple (inexpensive) system that was in use primarily in residential and small commercial systems at the turn of the century (late 1800's) up until about WWII when it fell out of favor. Contrary to other steam systems, there are generally no steam traps utilized in these systems. The terminal heating units are provided with air vents at the high points of the unit to bleed any residual air from the system. All systems should have an additional vent at the high point of the piping.
Controlling these systems is difficult and is one of the reasons that these systems have fallen out of favor. One of the approaches that I have found successful is the use of thermostatic control valves located at each heating terminal. A variety of manufacturers provide these devices, but I have had good results with Danfoss. Honeywell, as well as several other manufacturers, have available controls that will also perform well. In such a system the room thermostat becomes obsolete. Boiler operation is done by a controller based on system pressure or a combination of factors depending on how complicated you want the system to be.
The main problem with these systems is that many, if not most, heating technicians have little to none experience with them. The smart steam guys are unfortunately all long dead. That is the main problem for owners of these systems.
This is a perfect example where the OP should track down an experienced steam technician. A check of the entire system, including the boiler, should be the first step in diagnosing the problem. Once the system integrity has been established, possible remedies can be investigated.
I once spent about six weeks trying to get a school steam system to operate properly. Multiple site meetings with the installer, manufacturer rep's, operating personnel, etc., was no help. Finally resolved after staring at the system for over an hour - the light bulb went off and I found a piping error. These systems can be frustrating!
An experienced tech can also help you fine tune the system for best efficiency. Get experienced help. The savings will pay off down the road.
As always, offered only as opinion