well, usually when We speech about wavelength (λ) We mean wavelength of a radiation flowing inside it's proper media. So we speech about λg inside a dielectric.
But since λ/4 steps gives often a large enough bandwidth, if You make a mistake and confuse λ and λg and the εr is small enough, the error should be not excessive.
From a mechanical point of view, the steps may be done by the help of a lathe machine.
From a EM point of view , a CAD like CST may help you on the design.
The CAD is not strictly necessary in order to design the transition between circular air waveguide to circular dielectric waveguide. The following should work without any CAD design:
3 or more steps λg/4 long each, linear spaced.
But I think it isn't enough. Because also the transition between dielectric feeder and free space should be taken in account.