Gravity Forms - Custom Progress Bar?

Maybe try something like this:

add_filter( 'gform_progress_bar', 'custom_progress_bar', 10, 3 );
function custom_progress_bar( $progress_bar, $form, $confirmation_message ) {

    $current_page = GFFormDisplay::get_current_page( $form['id'] );

    if($current_page == 1) {
        $progress_bar = '<img src="path/to/image">';
    } else if($current_page == 2){
        $progress_bar = '<img src="path/to/image">';
    } else if($current_page == 3){
        $progress_bar = '<img src="path/to/image">';
    } else if($current_page == 4){
        $progress_bar = '<img src="path/to/image">';
    } else if($current_page == 5){
        $progress_bar = '<img src="path/to/image">';
    }

    return $progress_bar;
}

The sample code provided below is what I used to hide the progress bar only on the first page, but shows on the rest of the pages. I believe you should just be able to return the image of your steps for each of your pages:

add_filter( 'gform_progress_bar', 'hide_progress_bar_wrap', 10, 3 );
function hide_progress_bar_wrap( $progress_bar, $form, $confirmation_message ) {

    $current_page = GFFormDisplay::get_current_page( $form['id'] );

    if($current_page == 1) {
        $progress_bar = '<span class="wrap_progress_bar" style="visibility:hidden;display:none">'.$progress_bar.'</span>';
    }

    return $progress_bar;
}

Hope it works!

Gravity forms has this inbuilt as their settings now. You can simply adjust from a progress bar to steps in the settings, then apply additional CSS to style as needed. No need to use a custom graphic for this.

Simplified custom progress bar

// Used the filter gform_progress_bar_8, replace 8 by your form_id

// Showing case for total 4 steps gravity form

add_filter( 'gform_progress_bar_8', 'op_custom_progress_bar', 10, 3 );
    function op
_custom_progress_bar( $progress_bar, $form, $confirmation_message ) {
        $total_page = 4;
        $current_page = GFFormDisplay::get_current_page( $form['id'] );
        $percent = 25;
        $form_page = 1;
        if($current_page == 1) {
            $percent = 25;
            $form_page = 1;
        } else if($current_page == 2){
            $percent = 50;
            $form_page = 2;
        } else if($current_page == 3){
            $percent = 75;
            $form_page = 3;
        }
            $progress_bar = '
                <div id="gf_progressbar_wrapper_8" class="gf_progressbar_wrapper">
                    <p class="gf_progressbar_title">Step <span class="gf_step_current_page">'.$form_page.'</span> of <span class="gf_step_page_count">'.$total_page.'</span>
                    </p>
                    <div class="gf_progressbar gf_progressbar_blue" aria-hidden="true">
                        <div class="gf_progressbar_percentage percentbar_blue percentbar_'.$percent.'" style="width:'.$percent.'%;"><span>'.$percent.'%</span></div>
                    </div>
                </div>';
        return $progress_bar;
    }