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Wu Dalang, a character in Water Margin, which takes place during the Song dynasty, sold steamed buns called "炊饼". These buns were originally called 蒸饼:

凡以面為食具者,皆謂之餅,故火燒而食者呼為燒餅,水淪而食者呼為湯餅,籠蒸而食者呼為蒸餅。

Wikipedia

But were renamed to avoid Emperor Renzong's first name, 祯.

Naming taboos are common; for example the first month was renamed from 政月 to 正月 and its tone changed from zhèng to zhēng on account of Qin Shi Huang's given name 政. But in this case, 祯 (zhen) and 蒸 (zheng) are not homonyms in modern Chinese.

How were 祯 and 蒸 pronounced during the Song dynasty? Were they homonyms? Or were they considered close enough anyway?

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An excellent resource for answering questions like this is 漢字古今音資料庫 at http://xiaoxue.iis.sinica.edu.tw/ccr/. Unfortunately it doesn't have Song or Yuan reconstructions, but it does list the 攝, which is a Song era classification. 祯 was in 梗攝, and 蒸 was in 曾攝 so they shouldn't have been complete homonyms. The difference, however, was probably in the vowel, not the final nasal -ng. The modern zhen for 祯 is a post Song change; some of the 梗 words kept -ng, some changed to -n, but it's unclear when or how it happened.

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