When you add a step in the workflow, click on "Change Chasing Status"
Choose Chasing status (on/off) and click "Save"
Please note that it will changes the Chasing Status of the parent customer for all workflow levels different than customer (for example, for a payment level workflow it will impact the Customer who owes the payment). The only exception is for invoice level workflows, it is the invoice itself that will get paused/un-paused.