Use subheaders consistently

[eliza411]

Step 0 uses subheaders like

## Do the thing
### Create a file
### Slot in the code 
### Execute it 

Step 1 starts using steps

## Step 1: Authenticate ... 
## Step 2: Build  ...
#### Create app.py

Starting in Step 3, you no longer use a header for the different actions, and users would likely benefit from them to make it easier to find their place again and to allow direct linking to a step when someone needs help.

I think it makes sense to follow the H2 and H3 pattern from Step 0 and make liberal use of H3.