Hmmn, not sure about that. I would have laid level but not stepped. I've just built a wall to retain my sloping driveway. I went a course over, stepping as it went, and let it go off for a few days, then cut the top course to the slope. I just think the sloping courses look a bit weird, but I agree they look ok on very long walls - like the old estate walls. I don't think there's right or wrong and I don't think many people will notice either way once the dust settles.