Recent advances (Sherman, 2017; Sidford and Tian, 2018; Cohen et al., 2021) have overcome the fundamental barrier of dimension dependence in the iteration complexity of solving $\ell_\infty$ regression with first-order methods. Yet it remains unclear to what extent such acceleration can be achieved for general $\ell_p$ smooth functions. In this paper, we propose a new accelerated first-order method for convex optimization under non-Euclidean smoothness assumptions. In contrast to standard acceleration techniques, our approach uses primal-dual iterate sequences taken with respect to differing norms, which are then coupled using an implicitly determined interpolation parameter. For \(\ell_p\) norm smooth problems in \(d\) dimensions, our method provides an iteration complexity improvement of up to \(O(d^{1-\frac{2}{p}})\) in terms of calls to a first-order oracle, thereby allowing us to circumvent long-standing barriers in accelerated non-Euclidean steepest descent.