Interesting, I only have a default.prop file but no build.prop file in /system_root when mounted via OrangeFox.I added "ro.config.media_vol_steps=20" in build.prop via https://forum.xda-developers.com/t/...released-fully-featured-file-manager.1523691/ - works fine in my rooted X3. Has to be repeated after update of course.
Found my mistake now. When mounting system in OrangeFox, it is mounted under /system_root/ (and in there is also a default.prop file). But this is of course not the right file, the one to edit is /system_root/system/build.prop - this makes sense, I only confused "mount system" in OrangeFox to mean "mount /system" while it of course means "mount the whole android system".
So, steps to do this (on non-rooted phone) are:
1. Mount "system" in OrangeFox
2. adb pull /system_root/system/build.prop
3. Edit build.prop and set desired values
4. adb push build.prop /system_root/system/
5. Reboot & enjoy the new volume steps
I guess there must be some way to automate this via Script for every update, we will see. Thanks @miuirred for your help in figuring this out!