Check if self._current_step is not None
Thanks for your pull request! It looks like this may be your first contribution to a Google open source project. Before we can look at your pull request, you'll need to sign a Contributor License Agreement (CLA).

View this [failed invocation](https://github.com/tensorflow/tensorflow/pull/60442/checks?check_run_id=13122568289) of the CLA check for more information.

For the most up to date status, view the checks section at the bottom of the pull request. I'd like to add a test to highlight the issue but couldn't find a data adapter test file... If someone who knows the code base better could point out where to add this, I'll add it to this PR
Linked to [this](https://github.com/tensorflow/tensorflow/issues/58966)