You can update step-by-step, but it should work if you immediately update with Bitcoin Core 23.0. It won't need to re-download your blockchain data, it will be preserved. Always verify your downloads of Bitcoin Core properly!
To be sure, an immediate update with the most recent version of Bitcoin Core is OK, I'd recommend to read the release notes of all intermediate releases. If there are some changes to the database structures or so pointed out, you may want to update with such intermediate releases first.
No need for intermediate version hopping, since new releases of Bitcoin Core can always upgrade the data of any older version (that is widely used on the network, so don't go out using ancient Bitcoin-QT versions and expect Core to migrate all the data successfuly.