You could also do something like have a clean mapping table (i.e. the code with no breakpoints installed) that you install for just the thread doing the step. You then revert back to the normal mapping table with the breakpoint after the step. As you are only modifying the executable section, as long as you are not using self-modifying code, there should be no data inconsistency with having a multiple copys of the executable transiently.
You could also do something like have a clean mapping table (i.e. the code with no breakpoints installed) that you install for just the thread doing the step. You then revert back to the normal mapping table with the breakpoint after the step. As you are only modifying the executable section, as long as you are not using self-modifying code, there should be no data inconsistency with having a multiple copys of the executable transiently.