Drilling through thick HDPE block
Reverse the order of operations - drill the counterbore (it's not a countersink, as described) first, then drill the through hole starting from the point of the Forstner in the center of the counterbore. If you don't have a piloted counterbore (ie, a 20mm bit with a 10mm guide pin) this order of operations will make a much better counterbore than small hole first.

Have scrap wood under the step when drilling, so you drill through into the wood, not into air. You might even want to clamp the step and the scrap wood together.