The stepper library seems to have "hot" bug.
It steps nice but after finishing step() method some pins still have HIGH level!
It causes stepper motor HEATING! It can even burn out because always 2 coils are powered.
It is normal for stepper motors to be be very hot - uncomfortable to touch with a finger.
Stepper motors ALWAYS have coils powered. That is how they hold position. If you de-power the coils there is no guarantee that the motor will stay in position.
If your motors are being damaged it sounds like you are using a too-high voltage or you have not properly adjusted the current limit on your stepper driver board.
Post a link to the datasheet for your stepper motor.
Tell us what stepper driver you are using.
Tell us about your stepper power supply (volts and amps).