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Possibly a better single-leg exercise is the single-leg stepdown:
https://www.youtube.com/watch?v=zhCGPoCbM0s
For progression, you can increase the box height and/or add weight, just like with a step up. With a step up (which is not a true single-leg exercise), it is almost impossible not to use the bottom leg to initiate the push up. With a step down, since you never put your weight on the bottom leg, you will not be able to use the bottom leg to initiate the movement, and so will not be able to use anywhere near as much weight as with a step up (if any).
I've found barbell step up to be a useful and not too fiddly one leg exercise.
Lunges and splits are no doubt excellent, but they demand a lot of focus to be done right and you sometimes don't know for sure what gains come from better strength and what comes from improved technique.
Step ups are technically piss easy, so any gains in Kgs lifted are sure signs that your cycling knees are getting better.