Turns out this is quite easy in OneDev. Since all steps in a single job shares same workspace directory, you may write the envs to be applied in subsequent steps into a workspace file, and then apply envs from that file later. For instance, in the first step:

export PATH="$PATH:/some/other/path"
echo "export PATH=\"$PATH\"" > path.sh

And in every subsequent step need to use the env, just add below statement before doing other things:

. ./path.sh