Product Step
1   1
1   3
1   6
1   6
1   8
1   1
1   4
2   2
2   4
2   8
2   8
2   3
2   1
3   1
3   3
3   6
3   6
3   8
3   1
3   4

import pandas as pd
sid = pd.DataFrame(data.groupby('Product').apply(lambda x: x['Step'].unique())).reset_index()

Product 0
0   1   [1 3 6 8 4]
1   2   [2 4 8 3 1]
2   3   [1 3 6 8 4]