In general, cantilevered steel beams are a nightmare. If part of the steel beam is in contact with exterior temperatures, then it's best if the interior portion of the steel beam is covered on all sides with insulation. This is generally impossible (because the interior portion of the cantilevered beam generally supports a load, meaning that you can't wrap the steel beam in insulation on all sides).

I am an Architect in Toronto. I am designing a new roof addition to a row house building. Because of existing conditions and the shape of the new roof. It may be easiest to use closed cell spray foam within the areas of the joists. My question is when spray foam is used in this situation do I need to worry about how the joist members may be thermal bridges? It is not common to provide a little bit of rigid insulation to protect the joist members? The additional layer of outboard insulation will require an extra layer of plywood above the insulation which will add to cost.
Spray foam insulation is typically priced by volume, meaning your cost will depend on how much material you need to use to insulate your space, although other factors may influence price as well. In most cases, the cost of spray foam insulation is more than worth it, as it's a once and done upgrade that will not only provide energy savings in your home, but also improve your home's overall comfort.

Spray Foam Existing Wall

Closed-cell (aka two-pound foam) is denser than open-cell at about 2 pounds per cubic foot. Its R-Value is between 6-6.5 per inch. As a result, this kind of foam is much more expensive than its counterpart. The reason closed-cell doesn't need a vapor retarder is because it already has one. It's permeance is 0.8 perm, which means it can handle cold climates without the use of an additional board or drywall. Closed-cell uses hydroflurocarbons (HFCs) as part of its makeup. However, this material has been known to have a high global warming effect. If you want a green insulation solution, this is not the material to use. A way to avoid this and still use closed-cell is by installing it alongside fiberglass batts.
Thoroughly clean the roof surface. Roofs collect oils from asphalt, chimneys, and cars plus lots of dirt and dust. Coatings don’t stick well to any of these. We recommend cleaning with an inexpensive solution of TSP or TSP Substitute in a bucket of water (follow label instructions). Use a broom to scrub ponding areas and areas of peeling coatings. Work a section at a time and hose off the dirty water. Sweep away puddles to promote drying. Do not allow wash water to dry on walls, furniture, windows, and visible surfaces. 

Spray Foam Roof Insulation