Here are a few ideas that might work for you depending on exactly what kind of staircase you have, and what you're hoping to do. We have a staircase, but it's just a simple wooden one. Like Frankie's Girl, we've purchased a whole bunch of pre-made Jack-o-lanterns from thrift stores. Most of them came with little C-7 sockets with cords built in. We weatherproofed the cords a bit where the on off switch is, and using extension cords, slipped all the cords under our staircase and stapled them in. The end result is a total of eight pumpkins on the staircase and porch all lit from one cord plugged into the electrical outlet.
You can't see their cords and they light up much brighter than LED tea lights. We bought a few strands of C-7 flicker flame lights when they were on sale which is much cheaper than buying them as replacement bulbs. We just took them off the strand and put them in the pumpkins. Now that said... you're making your own pumpkins and they're not going to come already wired. Depending on your budget you can use individual C-7 cords. They look kind of like the picture below.
Michael's has them for about as cheap as anywhere I've seen them ( https://tinyurl.com/yao3qzj7
) ... except for the Dollar Tree where we saw them one year and snagged a bunch of them that we're still using to this day. It's certainly worth taking a look to see if they have them this year. You drill holes for the lights into the base of your pumpkins and you're all set. (If you're up for it, you can even carve out a little trench for the cords so the pumpkin sits flat.)
Now having made all those suggestions, This year, we're going to wire our pumpkins to homemade candles just because I'm weird that way and I have a partner gifted in making electronic things that I ask for. They will be like tea lights on steroids with flickering yellow lights on top and flickering green lights buried in the wax. But unlike tea lights, they're all going to be wired with their own cords that will once again slip under the stairwell and all connect to one 12 volt adapter.
Your options are about as endless and your imagination and budget allow. These were just a few that we've used and that worked for us. (Plus a few places to find the guts of the ideas as inexpensive as we could find for you.) Have fun with whatever you decide, and don't forget to post pictures... lots and lots of pictures.