Hi! My knees can't handle step either, but I do the workouts without a step, and I love it. Just pretend you have a step (you can even tape a rectangle down on the floor, although I've never done so.)
To me, hi-lo choreography is more straining on my knees than just doing a step workout on the floor. However, if you're looking for other non-step Cathe workouts: Hi-Lo on MIC, Cardio Kicks, CTX Kickbox, Kick-Punch-and Crunch, Hi-Lo portion of Step-Jump-and-Pump, and... I think that's all of them. Cathe's hi-lo is VERY high (impact), so be forewarned!
If you are interested in other instructors who have good step and/or hi-lo choreography, I would suggest Christi Taylor, Kristin Kagen, Seasun Zeiger and Franny Benedetto for interesting choreography.
Good luck!