Finally, they went back to their home, on Van Pelt Street near 21st, and made up 45 signs offering a $3,000 reward to whoever might find and return the ring.
And they stayed up until 4 a.m. posting the leaflets on every lamppost that they'd passed.
"It was a really special ring," said Steiner. "A friend of the family, a German jeweler, Georg Dobler, had designed it."
The four-pronged round diamond had four little diamonds in a rail setting in a combination of platinum and white gold, he added.
"I gave it to her on Jan. 30, 2007, when I proposed," he said.
Jessica couldn't sleep at all, crying intermittently.
"I was mortified I lost it," she said.
Her parents came in from the suburbs to help her look for it.
Shopkeepers posted the couple's sign in their stores. Other people called to say that they were shoveling their snow carefully. Passers-by sympathized.
"It was a great demonstration of the community coming together," said Steiner. "Another ring was found, but not ours."
Meanwhile, Margie Brunner, 51, her husband and son had just left the Barnes & Noble store on Walnut Street near 18th, across from Rittenhouse Square. Her husband trundled off to work, and her son headed to a concert at the Curtis Institute.
She meandered home to Christian Street near 22nd, but instead of walking south on 22nd, as she normally would, she decided to take 21st.
As she approached Lombard, "I saw something sparkling in the snow," Brunner said. "It was sticking out of the edge of a snow pile on the path."
Brunner picked it up, and was stunned. "It was a gorgeous ring!" she said. "Just beautiful, beautiful."
Then she realized she had to find the owner - but how? She glanced up, and saw Jessica's sign posted on a streetlight. "It was fate," she said.
Brunner immediately called Jessica, who asked where they could pick up the ring. But Brunner said she thought: " 'What if I drop it?' I just wanted to give it to them."
Emil arrived first, at 21st and Lombard, and gave Brunner a big hug. Then Jessica showed up and embraced her.
"They were almost in tears," said Brunner, a teacher. "They were just so excited, really nice people. I was so excited to find it for them."
The couple offered her the $3,000 reward.
Brunner declined, just happy to return it to the owner. But Steiner insisted on a modest reward.
With the money, Brunner said, "My husband and I will have a nice little romantic dinner next weekend.
"I'm really happy," she added. "I think most people would have done that."