If you must, use a MASONRY HIGH STRENGTH ADHESIVE to attach the bricks. Then, be sure to use polymeric sand to fill any and all joins. this sand will harden and lock everything in together. The adhesive would be the alternative to mortar.
This could work for the now but i CANNOT guarantee this method will last. Moisture will find a way and cause havoc. Especially brick steps which are the most susceptible to water damage ie; spalling, deteriorated joints etc
I would use mortar but the way i described is very doable. The one thing i would say is make the joint between the pavers big enough to get enough polymeric sand in there to be strong enough to keep the water out ( 1/4" )