Renamed steps so that the name matches actual step in which they execute

This is a minor clean up of the naming in the menu. Once merged, the filters (and other elements) under a given step N will have names starting from StepN. That renders less confusing CF as compared to what we have now where Filter_Step1_blah appears sometimes in step 5. Tagging @sshaw @markowen @fernando @dbakshig + @fpastore @tamartin @bernius