Interesting response to step ups! Great job doing your single leg strengthening as this is an important component of any outdoor sport plan. I’ll assume here that you aren’t getting a ‘shin splints’ response to running that is showing up in your step ups. Shin strain during a fixed closed chain movement can occur due to your unique structure. We see this in squats and deadlifts as well. The relative length of your tibia compared to your femur affects the angle of the ankle/knee/hip during the step up. This can really load the anterior lower leg causing your shin to wig out.
Try observing how far your knee moves over the ankle during the movement. It might help to treat it more as a hip hinge movement causing a more vertical shin as you step up. For you, there might be a sweet spot between doing the movement as a squat vs deadlift (hip hinge). We would love to have it replicate steep uphill hiking with weight for best carry over, but keeping your pain under control is most important. You should be able to tell a difference as you explore the different positions if this is a helpful modification.