Convert STL to STEP

 1. New
 2. Import -> STL
3a. Workbench "Mesh Design" 
3b. Meshes menu > Analyze > Evaluate & Repair mesh
3c. Select mesh from "Evaluate & Repair" pane
3d. Go down the list, click "Analyze" and then "Repair"
    If any option makes your mesh look terrible, skip it.
4a. Workbench "Part" 
4b. Part menu > Convert to shape
4c. Part menu > Convert to solid
5. Export as STEP File "STEP with colors (*.step *.stp)"