Thanks so much for your reply... It was so comforting that I was much bolder....
In the end I got two different adapters, one 9V and one adjustable, which I can take down to 7.5V.
The 9V ... The regulator gets hot, but think it's not a big problem. The 7.5 is pretty perfect, it gets warm.. But I think that's the thing doing its job.
So, what I was doing was running each stepper on a separate Arduino, today I put them both on one Arduino on what I believe is a parallel circuit. Seems to work perfectly, nothing getting too hot, motors seem to be running at the same even speed as before, so I think I must have got it right. And this is running off the 7.5V setting.
But you also raised the issue of current.. That's amps isn't it? According to this page http://arduino-info.wikispaces.com/SmallSteppers each stepper draws 92mA.
I think the adaptor I got goes up to 500mA, or maybe even 1000mA.
But it's something I'd totally forgotten all about.