How do I prove that a Turing Machine that accepts a string w in an even number of steps is not decidable?
This is a bit of a nit-picky question, since you really need to pay attention to the parity of the number of steps you TM does.

We'll show that the problem is undecidable by a reduction from $A_{TM}$. There are many ways to construct such a reduction. In my opinion, the following is the least technical.

Given input $(M,w)$ for $A_{TM}$, we will construct a new output $(M',\epsilon)$, such that $M$ accepts $w$ iff $M'$ accepts $\epsilon$ within an even number of steps.

We construct $M'$ as follows: given input $x$, if $x\neq \epsilon$, then $M'$ rejects.

Otherwise, if $x=\epsilon$, $M'$ works as follows: simulates the run of $M$ on $w$. If $M$ accepts, it clears the tape by going to the rightmost non-blank cell, and then writes blanks all the way to the left. It then simulates $M$ again, erases the tape again in exactly the same manner, and accepts.

If $M$ rejects, then $M'$ rejects as well.

The idea here is that if $M$ accepts $w$, then the operation of $M'$ on $\epsilon$ is to simulate $M$ on $w$ twice. Therefore, it will take an even number of steps.

Proving the correctness and computability of this procedure is not hard.