URDF only support STL and DAE file formats (as far as I know). If you can only find STEP files you can import those into most CAD programs and export it as a STL easily.
Solidworks is the most popular CAD software but it is expensive. If you don't already have access to it, there are some free ones you can try such as FreeCAD.
One small hiccup: if your STEP files don't contain color information then STL will work fine. But STL does not support colors so if your STEP DOES contain color you'll want to use DAE instead of STL, but most CAD packages don't export DAE. Most CAD software WILL export .wrl which can then be imported into Blender and then converted to DAE and color will be maintained.
To summarize:
if STEP file doesn't have color->import STEP into FreeCAD->export as STL
if STEP file does contain color->import STEP into FreeCAD->export as .wrl->import .wrl into Blender->export as DAE
(I know this works with Solidworks, I'm assuming FreeCAD can do it)
This is not an answer, but I wanted to point you to ros-industrial/robotiq. I'm not sure whether or not the 2F-140 is supported already, but might be worth a look. See ros-industrial/robotiq#97.