I found this from nightraven on another string. It might partially answer your question and certainly helps with mine. I had been doing it backwards... setting the faders first, then selecting the steps and trying to save as such.
This is what one should do:
"I will try to explain what I have done to make this work. Basically, I have added scanners or moving heads to my already programmed scenes by this method.
First thing is to select the editor tab, then selecting the scene you want to modify. After that, go over to the step portion on the right side of the screen. I then click on the first step and hold down the shift key. I then scroll down to the last step and click on it. It should then highlight every step. I then go down to the faders that control the specific fixture(s) I want to add to the scene and I adjust them to put the fixture(s) in a static position. I do this just to get the fixture in the ballpark and I have learned it saves alot of time instead of trying to add the same fixture in each step. If you are going for having the fixture(s) in a set position, then you are done. If not and you want to add movement, color or gobo changes etc... then make the adjustments needed for each step. This is where it can take some time depending on how many steps and how creative you want to get with the fixture(s). "
Cheers