Help me find an anime I watched when I was a kid! Only remember fragments

The veteran anime recommendation expert has arrived! The combination you described sounds like <i>Matchless Raijin-Oh</i> or <i>Energy Bomb Gambit</i>?

If it's about robots + collecting + growing bigger, then <i>Granzort</i> is the most likely candidate. You should Google the images and compare them.

Blue hair + collecting jewels + steampunk... could it be <i>The Vision of Escaflowne</i>?

Collecting gems + companions that can grow larger... could it be the <i>Silent Möbius</i> series? Or perhaps the <i>Brave</i> series?

TVB Jade aired a lot of anime back in those days. Do you remember if it was broadcast in the morning or the afternoon?

If none of the above apply, try looking for a list of "World Masterpiece Theater" or "Sunrise robot series" to compare.

Steampunk + pets? The first thing that comes to mind for me is <i>RahXephon</i>, but there's no blue hair.

I understand the joy of finding old anime! There was one I watched when I was a kid that took me three years to finally track down.