Screw in steps win hands down. Try to find a grade 8 lag screw! I used to own a hardware store. We never sold grade 8 lag screws. When and if you do, I bet they are more expensive than a screw in step.

Better yet go to climbing sticks. They are easy to move and don't damage the tree. $25 will get you 16 foot of sticks right now here in Illinois because the gun seasons are over.