Flight Crew flying SA-227 aircraft reported malfunction with nose wheel steering during taxi for takeoff.

Narrative

After I had completed my before take off checklist in the de-ice pad and then got cleared on to Taxiway M to Runway XX. I was getting use to the differential power while taxiing to help determine what engine would advance in power first on takeoff. With the nose wheel steering on and maintaining directional control with the rudders and differential power; I had powered the left engine up and got back on centerline. I then proceeded to power the right engine up to bring the aircraft from the right to the left to get on centerline because I had started to get left of centerline. I then had both power levers at the ground idle condition to slow the aircraft and stay on centerline. At that time the aircraft veered to the right. I tried using a reverse condition on the power levers to slow and differential braking to the left; rudder to the left and nothing was correcting the issue. I checked that the speed levers were in the low condition and I checked that NWS was armed and tried using the park button to hopefully regain the nose wheel steering. I decided to use full brakes to come to a stop when I realized nothing could fix veering to the right. At that time the momentum was too great and I entered the drainage area between Taxiway M and Runway YYR. I notified ground of my location and what had happened. I then proceeded to run the engine shutdown checklist due to the fact that the aircraft had engines running and that I believed the airplane was not in any danger. I then ran the emergency evacuation checklist and since the engines were already shut down I didn't pull the engine stop and feathers. I then proceeded to secure the scene and called Dispatch. I had forgotten to put the control lock on so I re-entered the airplane to put the control lock on due to the situation. I then was met by the fire crew and airport staff when they came to the plane. I re-entered the plane to get my certificates and a total weight of the aircraft for ground personnel. No differential power on taxi to determine which engine advances faster. Taxi at a slower taxi speed to give yourself time to react if something happens and you lose directional control of the aircraft. Taxi; fly; start; and stop the aircraft like you were taught in training. Don't try to think out of the box to try something new that you think would help during a critical phase of flight. This is a lesson that I will not forget and I hope this report will help someone from making this same error.