The lights were already set to Ceiling Mounted, Flush Mounted.
There is ceiling plane in place and I show fixing how it displays over the stair by unchecking Use Room Ceiling Finish.
I enter 1000" into the Rough Ceiling field, but that number is not magic, it just needs to be more than the highest point in the room.
Also show drawing a ceiling plane under the stairs at the same slope as the stair, to give the lights there something to attach to.