Measure the base dimensions of your lowest step and mark its dimensions on the ground. Do the same with the vertical dimensions of the highest step, marking its dimensions on the wall.
Spread a coating of thin-set mortar on both the horizontal and vertical surface that will make up the foundation for your steps. Cut cement backerboard to the horizontal dimensions of your first step and lay it in place, securing it with corrosion-resistant screws.
Spread mortar on top of the board and lay another backerboard the same way as the first. Continue adding layers until you reach the desired riser height of the step, staggering the position of the screws in each layer. Build subsequent steps the same way, making each one narrower than the step before to achieve the desired stair shape.
Coat the riser and tread of the top step with mortar, combing it with the notched side of the trowel to give it a uniform texture. Lay a row of tile along the tread, placing tile spacers between them for equal application. If there is a gap at the end of the row, use a tile cutter to cut a tile to the correct size and lay it into position. Repeat until the entire tread is tiled and then do the same with the riser.
Tile every step the same way, working your way down the stairs until you reach the bottom. If either carriage of the stairs is exposed, tile it as well.
Remove the tile spacers and fill in the gaps with grout, stroking with the rubber float diagonally for best application. Wait half an hour before sponging off any excess grout, following it with a treatment of grout haze remover if necessary. Don't use the stairs for three days, after which you can finish the project with an application of grout sealer along the joints.