No, I do not change the powder charge. I have a nice, light target load with a powder coated LEE cast TL-125gn RN bullet that is mid-range on the powder charge. When working up the load with this bullet and powder using normal cases, I tried a few different COAL. I figured the stepped cases would be similar to the shorter COAL loads I tried in my workups. It turned out to be a reasonable comparison. If I needed to get the same performance as my normal plinking/target load, I could drop the powder charge a tenth or two in the stepped cases, but for ease of loading I just kept it the same. Yes, they are a little hotter than my normal load. That's why I save them all for a batch, to have a whole box of rounds that are consistent with one another. I'll run them all through the press as a batch and mark the box accordingly. Then I'll continue my loading session with normal brass using the same settings.
I also have the LEE 125-2R cast bullet mold. The nose on this bullet is very bulbous and requires it to be seated very deep into the case. I can't use that bullet in the stepped cases as it bottoms out on the step before reaching the desired seating depth.