Make sure you have SteamVR running before you open Unity. That seems like it caused issues like that for me. If you still have issues you might want to shut down Unity and SteamVR then try it again. I've had plenty of times where certain models wouldn't appear either and Unity would give an error even though it worked previously. The Steam plugin is still a work in progress so expect things like that but in general I find restarting things helps.
Thanks for your reply. My mistake was that I was running the code from your video on my Mac which doesn't have Steam. When I tried it on my PC it worked fine. I didn't realize the models were coming from Steam and not the Unity SteamVR plug-in. -John
Ah yes. I had to use my Windows machine. There has been talk that Steam VR would run on Mac but I have yet to see that happen. It's a bummer since I do most of my development on the Mac side myself.