No protection if a powered stepper is turned manually?
Well, through the comments, I think you answered your own question.  If the stepper motor is powered up, the diodes in the driver chip (A4988) should direct any kick back into your battery.  If you are using a DC power supply (from 120 VAC) then you need an electrolytic capacitor...this is shown as a 100 microfarad on the data sheet for the driver chip (between VBB1,VBB2 and ground).  The DC power supply may have a capacitor on its output as well.