I found several by hand with 13 steps, then wrote a program... which found hundreds more solutions with 13 steps, and I was beginning to think that maybe there was no solution for 12 and then my program spat-out this:
1 [0, 3, 1, 4, 1, 5, 9, 2, 6, 5, 3, 5, 8, 8, 6, 8, 2, 2, 3, 8, 4, 0]
2 [0, 3, 1, 4, 1, 1, 5, 2, 6, 5, 3, 5, 8, 8, 6, 8, 2, 2, 3, 8, 4, 0]
3 [0, 3, 1, 4, 1, 1, 5, 2, 6, 5, 3, 3, 6, 6, 6, 8, 2, 2, 3, 8, 4, 0]
4 [0, 3, 1, 4, 1, 1, 5, 2, 6, 5, 5, 5, 8, 8, 8, 8, 2, 2, 3, 8, 4, 0]
5 [0, 3, 1, 4, 1, 1, 5, 2, 6, 5, 5, 5, 8, 8, 8, 8, 8, 8, 9, 8, 4, 0]
6 [0, 3, 1, 4, 4, 4, 8, 5, 9, 8, 8, 8, 8, 8, 8, 8, 8, 8, 9, 8, 4, 0]
7 [0, 3, 1, 1, 1, 1, 5, 5, 9, 8, 8, 8, 8, 8, 8, 8, 8, 8, 9, 8, 4, 0]
8 [0, 3, 1, 1, 1, 1, 1, 1, 5, 4, 4, 4, 4, 4, 4, 4, 4, 4, 5, 4, 0, 0]
9 [0, 3, 1, 1, 1, 1, 1, 1, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 4, 0, 0]
10 [0, 3, 3, 3, 3, 3, 3, 3, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 4, 0, 0]
11 [0, 0, 0, 0, 0, 0, 0, 0, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 0, 0]
12 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]
Edit2: I have my code available. It is written in Java. I tested it against the earlier puzzle (the 10-digit puzzle that was solvable with 4 steps). So you can set the initial string of digits and the number of steps you allow in a solution (at the top of the file) and watch it go if you can manage to run it. Here it is:
https://github.com/nastos/StackExchangePuzzles/blob/main/PiDigitPuzzle.java