I had the same problem with DB exercises for legs. A barbell and squat rack would be nice, or if you can clean the DBs up to your shoulders, I found that easier and just did a DB front squat for that. For step-ups, you could just do what you can, take a break, then go back and finish the set, even if you have to do it 3-4 reps at a time. Take a nail file to any calluses after a shower, to help keep them smoothed down, so they don't rip or blister as easily. Chalk really helps, if it's allowed at your gym, since it will keep your hands dry. If you're going to go heavy with DBs, though, I'd go on and invest in straps for now. Try to work without them when you can, so your grip gets stronger and you toughen your hands up so it's not so painful, but when it's time to work legs heavy, I'd choose straps over skimping on the weights, personally. I never had any luck with gloves, but I have small hands, so the padding in the palm just made it impossible for me to wrap my finger around the bar, which gave me even less grip strength. Your grip will get stronger if you just keep lifting heavy, but it takes time. Another option is to do your heavy DBs till your grip fails, then back the weight down to 20s or 15s and do a higher rep set immediately after. I wouldn't do that every time, but it's another option for fatigueing those beefy leg muscles. Also, you can do stuff like one DB straight up overhead on your lunges, walking lunges, single leg squats to a box or bench, raise the step for your step-ups, or something like that. Good luck to you, and nice work on the weights!