Despite the strong reasoning capabilities of large language models (LLMs), optimizing the execution efficiency of tensor programs remains challenging due to the need for precise, composable transformation decisions. Recent LLM-guided approaches frame tensor program optimization as an iterative decision process, but existing datasets provide only end-to-end optimized program pairs using token-inefficient representations, lacking verifiable step-level supervision and interpretability. As a result, LLMs struggle to make reliable single-step decisions in large combinatorial optimization spaces. We introduce Step-TP, a post-training dataset for tensor program optimization that provides grounded, atomic, step-level supervision with structured chain-of-thought (CoT) reasoning. Step-TP forms a closed reasoning loop over intermediate program states, enabling reliable multi-step optimization rather than outcome imitation. Its design is guided by four principles: (i) a token-efficient, verifiable intermediate representation (IR) that deterministically lowers to TVM TIR; (ii) atomic and composable optimization strategies that decompose complex trajectories into interpretable single-step decisions; (iii) structured CoT supervision coupled with explicit IR-to-IR state transitions; and (iv) strategy filtering to balance coverage while preventing shortcut exploitation. The dataset and implementation are available at a GitHub link, https://github.com/LIUMENGFAN-gif/StepTP.