You're certainly on the right track with the benzoyl peroxide shampoo. This is one of the best mechanisms for minimizing this problem. Make certain you are leaving it on for the appropriate length of time.
Some people have had success with mild apricot scrubs, which can minimize the blackheads, but make certain to use the resichlor as a rehydration technique. Most of the time, the blackheads are only unsightly. As long as they are not infected, they don't pose a problem as far as health. It is pretty well accepted in this breed.
Topical therapy tends to be your best bet, and you are already doing that. Systemic antibiotics and steroids don't really do much.
If you haven't done it yet, make certain to have your vet rule out demodectic mange. Sometimes they are prone to it.