So I did some checks, and I can't connect to it over USB.
But I figured out what I'd done, the mains input negative was connected to the negative out on the 24V side, and the negative connection to the Duet was connected to the PSU input side. Somehow got the two swapped over.
So I guess I've grounded the PSU through the ground on the Duet. I had turned the PSU on a couple of times before it blow the steppers. Is this going to irreparable? I can't see any other burnt out components. I have downloaded the schematic for the 12-24V input to test the components.