Pressure sensitive non-slip material on the treads would be the simplest solution. If you can find pre-cut strips with rounded corners, that would look the best and last the longest. Of course, this might be tough on bare feet.
Putting sand in a coat of varnish would probably work but it would be hard to get it spread evenly.
Using a router or a table saw to cut grooves in the teak should work and depending on your effort and skill, would probably look the best. Ideally, you would use a pattern and depth that would allow any water to run off. You'll have to refinish the steps after you do this.
Someone mentioned "old people" falling. Well, we have to realize that as we age, our danger of falling increases as does our healing time. If you are "old", you need to teach yourself to hold on to the railings and move a little slower.