Actually no need to display breadcrumbs in each and every step. You can have a breadcrumb for the step page and underneath the step you can have a step description.
What are breadcrumbs in product navigation?
Breadcrumbs are a secondary navigation aid that helps users easily understand the relation between their location on a page (like a product page) and higher level pages (a category page, for instance).
What are breadcrumbs in e commerce?
“Breadcrumbs" is an unusual name of the navigation chain which can be presented on a website to improve its usability. Breadcrumb navigation gives users a better understanding of the relation between a page where they are (like a category page or product page) and higher-level pages.