Dance is a series of connected steps, not a series of disconnected steps.
Never stop dancing. Even if your movement is almost inperceptible. As AM says, slowly continue the positoning of your body ready for the next step, breathe in slowly, adjust the flex of your knees, tilt your leading foot ready for the start of the next figure, move your head to look in the direction you are going to go. Give the impression your are internally winding up a large spring ready to move off on the next step. But less is more, dont overdo it.
If you have a long pause, such as waiting for the start of a phrase, think about using something like the "Hilton Head Flick" discussed elsewhere in this forum.