Crimeny! You sure hit the nail on the head about how thin the step plates are in the area that's rusted. I cranked down the welder as far as I could and wasn't able to make much progress without popping through. I need to get a copper bar to backup the weld. After my first unsuccessful attempt I started to consider other options.
POR-15 makes a product for filling rust holes that hardens like steel, will bond to rust, and is capable of being drilled, tapped, filed, etc... I've tried it in the past and it performed as advertised. It's like a malleable putty. If I were to grind out all of the rust I can and then form it into the flawed area I should be able to smooth it out enough to hide the damage. A small bit of silver paint would make it all but disappear.
I'm trying to limit the size of the repair work so that the undamaged existing chrome still shows on 99% of the plates. A proper weld patch would mean replacing 10 to 20% of the exposed surface area. I'm afraid that would be too noticeable. For now I want to get these patched up good enough to get by until I can find decent replacements. If the steps were meant to be painted instead of plated I wouldn't hesitate to go full batsh!t crazy on them. My problem lies with trying to keep that plated surface as much intact as I can. Worst case scenario is that I'll be pulling them off for a redo, but I'm already planning on that.