TR: 5.4.0
MC: 1.19.2

From looking at the recipes (in-game) it seem that in order to make a blast furnace you need to already have a blast furnace.

Here's a stripped down version of the build chain dependencies.
Cupronickel Heating Coil -> Blast Furnace
Nickel Ingot -> Cupronickel Heating Coil
Nickel Dust -> Nickel Ingot
Nickel Dust needs Industrial Grinder to make
Diamond Grinding Head -> Industrial Grinder
Steel Ingot -> Diamond Grinding Head
Steel Ingot needs Blast Furnace to make

So it seems to be a loop.
The only other way is to rely on the recycler randomly spitting out steel nugget, but is that really the case?

I am running with REI and RER, so maybe this is actually a problem with the recipes not being displayed correctly.

Duplicate of #2078

The #2078 solution isn't entirely valid any more, though the route is somewhat similar.

Copper Ore in an Industrial Centrifuge will give a Nickel Nugget, so we can get the Nickel Ingot that way.

Raw Copper works for me in the Industrial centrifuge but copper ore and deepslate copper ore are not working.

they meant raw copper. copper ore is not supposed to work