Nonlinearity compensation in fiber optical communication systems has been for a long time considered a key enabler for going beyond the "capacity crunch". One of the guiding principles for the design of practical nonlinearity compensation schemes appears to be that fewer steps are better and more efficient. In this paper, we challenge this assumption and show how to carefully design multi-step approaches that can lead to better performance-complexity trade-offs than their few-step counterparts. We consider the recently proposed learned digital backpropagation (LDBP) approach, where the linear steps in the split-step method are re-interpreted as general linear functions, similar to the weight matrices in a deep neural network. Our main contr...