I can suggest my workflow, just discovered some day ago, export from Rhino to DXF mesh or use Blender 3D to export your mesh into DXF format with default exporter setup, and then import into gCAD3d and export your file to Step.

There is an other method I know but is with FreeCAD but for that there are some tutorial in the WEB

http://gcad3d.org/
https://www.blender.org/