Gene,
Any one who says that you MUST wear shoes all the time must not be a cruiser! We lived FULL TIME aboard for over 4 years. The boat is our HOME! Would ANY ONE say you must wear shoes at home at all times???
Oh, OK, OK, off the rant and back to the question
Stop by a local shop that does sand blasting, pick up a cup of walnut shell (it's used instead of sand for some types of blasting). Add a bit of clear epoxy on the sanded step. Then put a light coat of the shell on the step. Once set up, cover with another light coat of epoxy. Done, and it looks VERY good! Color matches the teak just fine. And it's easy on bare feet.
Greg