Dry fit the pavers onto the steps by setting them in place without mortar. Press pavers against the vertical face of the steps first so the depth of each stair incorporates the additional dimensions of the vertical pavers. Identify any cuts needed to fit the pavers properly to the steps. Cut all pavers using a wet saw for masonry, which is available for rent from most hardware stores.
Mix mortar and water in a bucket to a consistency of peanut butter.
Spread the mortar across the vertical face of the upper-most stair to a 1/4-inch to 1/2 inch thickness. Press the pavers into place making sure to keep the seams tight with as little gap as possible. Press a level against the pavers to make sure the tops of each paver is flush with the adjacent pavers. Tap any pavers necessary with a rubber mallet to get it to the proper height.
Repeat Step 3 starting with the top of the next lower step. Proceed to the face of the next lower step before doing the top of that step. Work each step one at a time beginning with the face and following with the top until each step is complete. Allow the mortar to dry for 24 to 48 hours.
Spread concrete sand over the entire structure and brush the sand into the crevices using a broad-head broom. Wet the structure down with a low-pressure water hose to lock the sand in place.