As far as the steering effort, the Tahoe and GMC Yukon have a different steering system (recirculating ball) and they even take less steering effort than my 1999 Chevy Silverado pickup. The "boost" or hydraulic assist from the pump on those trucks is higher giving the steering a very light feel.
The Corvette uses a rack and pinion steering system and the PS boost levels are less and the steering is a bit more precise. In addition, the number of turns from lock to lock is much less than GM trucks or passenger cars.
If the brake pedal "feel" is very stiff or even hard, it may be due to a bad brake booster. When the booster begins to fail the pedal will feel hard to depress.
I have not felt any real difference between the standard brakes and the J55 heavy duty brake package. The basic difference between the two is a 1" wider front rotor with J55; the calipers and the pads are the same as the standard brakes. The wider diameter rotor does improve braking performance some but there should be no appreciable difference in how the pedal feels aqs you apply the brakes.
While upgrading to larger brakes will help with braking performance, it can be a costly process. To upgrade to the J55 brakes, you would need the rotors and different caliper mounting brackets. That can be expensive especiially when you have to have them shipped to Norway!
A popular upgrade for later C4's are the front brakes from a C5. The cost of the rotors are less but you need special custom-made brackets and C5-specific calipers. Again, it could be expensive because of shipping and customs/duty costs.
Sometimes a simple change in brake pads can make a difference. There are a wide variety of brake pads available for C4's that run from ceramic materials to types of semi-metallic pads that are nearly race-worthy. Depending on the type of driving you will be doing, you may find that a semi-metallic pad designed for street use will offer improved braking performance at little cost. Finding them in Europe may be an issue, but many US companies will ship overseas.
If you are going to consider new pads to improve braking over the stock GM pads, try EBC "Greenstuff", Hawk "HPS", Raybestos "Brute Stop", or Performance Friction "PFZ" pads. These are all semi-metallic pads with very good cold bite and work even better once they get some heat in them. They will generate some dust so expect to do more frequent wheel cleaning.