How can I fix one stone step?
You'll need to remove the old mortar - you can't just slap on some new mortar and expect it to hold if the old stuff hasn't been removed. Chisel and brush with a stiff wire brush.

No form should be needed - if you appear to need a form, you need to add more dry mortar mix to your bucket - preferably, don't add too much water in the first place. Consider a brick wall - there's no form on that. The stuff should look a bit too dry when you mix it, but wet up when smacked around with a trowel. If it looks wet when mixed, it's usually too wet.

If you have actual mortar rather than "sand mix" there's a degree of self-levelling from the small stones in the mix - they are trapped between the base and the step, and set a minimum thickness for the joint. Normally you want exterior steps just a hair off level so water drains off them, but not so much as to make them hazardous to step on. A level and a mallet (or a hammer on a block of wood) will get you there. If you run out of adjustment, pull the step up and add more mortar where needed, then smack it back down.

Weather matters - if the mortar freezes before it cures, it will fail. A quick-fix now may need to be redone next spring in order to hold for the long-term - or, you buy a bale of straw and bury the step before the cold front comes through - or make a plastic bubble and run a heater in it.