IEMs without the "stepping noise"

Bone conduction. Nothing you can do, with headphones or earphones. However wearing earphones over-the-ear reduces microphonics significantly and it's more effective than a shirt clip tbh.

The thing that came to mind straight away for me is microphics. Either that or you're experiencing occlusion when you walk (you've got to have a pretty heavy step to get this me thinks). Try a clip, but don't wake it too tight, and loop the cable over your ear if you aren't already doing this or else it's just a matter of what tips you're using.

Westone's cable deal with those best but the thumping noise is unavoidable. Just gotta get used to them and ignore them. Or you can just haul your HD 800 along while you jog!

edit: I think earbud helps with this, no?

Get Shure E2C orange foam tips for your Apple in Ear and you won't have much cable noise anymore, imho, certainly not stepping noise.

Bone conduction and microphonics are two different things. What the OP described seems more like bone conduction (occlusion effect) when the vibration is carried by the body and amplified due to the seal ear canal chamber. There are three ways to deal with it - 1) walk softly or change to a softer shoe. 2) Get used to it (most people do) and 3) Get custom eartips (or custom IEM), specifically one the has its nozzle section going pass the 2nd band of the ear canal as this will significantly reduce bone conduction as there is where the bony section of the ear canal ends.

Adding shirt clip or wearing IEM over-the-ear can help to fix microphonics, but not to bone conduction.

I find that after a week or so of wearing a new pair of iems my mind startes to filter out the stepping sound anyway, just persevere with them and you won't notice it. Incredible thing, the human mind.

M6 would work with orange foam tips too and it's bassier and funner than ADDIEMs. M6 also has one of the least microphonic cables out there and it's over the ear design, which further helps the matter.