Mine aren't "Trex" but they are composite and what I do before putting them in in the spring is to clean them thoroughly with isopropyl, brush on an adhesive promoting primer, then stick these on...
http://www.amazon.com/Safe-Way-Tract...ip+stair+tread
The ones in the water will last at least one season, the ones that have a chance to dry will go a couple seasons anyway. Without the primer they won't stay on at all...
Dan