Hello Henrik,
just to make sure. CreateFunction is not creating a Job. It's creating an instance of a function module in .NET so that it can be invoked in an ABAP system. The function for adding a step should be the one you used in your other post, When looking at the existing function modules, it seems to me that BAPI_XBP_JOB_EXT_STEP_MODIFY should update a step. But I'm not an expert for this function module group ... hence I'm only guessing based on the names.
Best regards,
Markus