design a step wall footing

Do the walls need to be connected in order to be stable and adequate? If they are stable as separate walls, I would not connect them together; you'll be creating potential failure points unnecessarily.

If you do connect them together, especially with a connection that can carry moment, you'll have quite a bit of analysis ahead of you to quantify the forces on the connections, the new forces on the footings, and the forces on your new piece.

Analyzing pinned connections would simplify it, but you'd need to construct it in such a way that it approximates a pinned condition, which means incorporating hinges. With a pinned connection, it would only really help with resistance to sliding, though, and may make it worse for other aspects of the design forces. If the wall can't slide, at least a little bit, the walls could be subjected to at-rest earth pressure, instead of the typical active pressure condition.

By "retaining wall", you actually mean a basement wall that would be laterally supported at its top, correct? If so, most firms have a typical detail for this that somewhat acknowledges the desire to have the longitudinal footing reinforcement be flexural continuous across the step.