We like to build the steps early so the owners can walk into their new home safely while it's under construction. We build them in our cabinet shop like cabinetry and we do not let the framer just nail a bunch of boards together.
These have to be fabricated like artwork.
They will be the finished product. The treads are covered in 1/4 plywood to keep them clean and removed at the completion of the home. Always protect the client and others that want to come look at the home.