Wouldn't worry too much about a stall in a steep turn. One of the more satisfying manoeuvers to practice (in a suitable aeroplane of course) is the "max rate" turn - a steeper "steep turn" where you are in a level turn with full power, turning at a rate where the 'g' loading puts you on the edge of the accelerated stall (i.e. turn any harder and the wing will stall). Get it right and you can feel the pre-stall buffet through the controls the whole way around, followed by a nice bump as you go through your wake. Not easy, and very satisfying when you get it right
Pulling too hard and stalling is one way to get it wrong (and I guess with crossed controls you could in principle spin out of it?), not much of an issue (like any other stall, release some back pressure to reduce the loading and unstall the wing, wings level, nose to the horizon). More likely is to depart into a spiral dive, again not an issue but max rate turns are not something to try for the first time by yourself...