I've done this.
My sister's old house required climbing 14 wooden stairs - with a landing in the middle - to get up to her front door.
Of course, the landing was on the north side of the house, so in winter any moisture would freeze and that landing and stairway was like an ice rink. Several people fell.
The deck already had several coats of "exterior deck stain" on it, so there was no way it was going to get stripped to bare wood. I asked around at a couple paint stores for some tips.
I bought 8 5-gallon containers of the solid color deck stain, and one large can of a finely-ground aggregate - intended for use in exactly these situations.
Instructions: dump entire contents of box into one gallon of paint. Mix well. Apply. They make it sound so easy.
Reality is: When you load the roller up in the pan, you pick up MOST of the aggregate, because by the time you pour the paint into the pan, grab the roller, and stick it into the paint, the aggregate has all sunk to the bottom.
Then you lay the roller down on the work surface, and the roller dumps 90% of the aggregate you just loaded onto it in the first 6 inches.
The rest of the pass you get paint, but very little aggregate.
"Well....****... this isn't going to work," was what went through my mind after I got up to the third stair.
I found a steel can with a lid, and with a big nail punched a whole bunch of holes in the lid.
MASKED off the area where I wanted the aggregate (it didn't need to cover the entire stair tread - just the leading edge and a few inches in.)
Laid on a thin coat of stain in the masked-off area, and then used the "salt shaker" method to apply the aggregate - sprinkling it onto the wet paint.
I started at the top, worked my way down, allowed that coat to dry a full day, then went back the next day and laid on a heavy coat.
Worked great.
Deck was re-painted by a "pro" crew several years later - my "gritty" stair treads held up quite well.
YMMV