According to the A4998 datasheet you’re supposed to wait 1 millisecond after waking from sleep to allow the circuit to energise.

What is the worst that can happen if you neglect to do this? I use stepper motors to drive a plant watering pump and losing a step or two really isn’t an issue. Is there a risk of damaging the module or is losing the first step the biggest risk?

I trigger the pump by pulling the EN pin low and a 555 timer on the STEP pin makes it pump continuously. It seems sensible to pull the SLP pin down as well with it as that saves a little bit of power.