I've done this before. The important point is that foot on the ground is stationary while the rest of the body is moving. You want somewhere around 1/4 to 1/2 second depending on the walking speed. Open the shutter when the shoe hits the ground, close it again as they're about to lift it.

Here's mine, though different perspective:

It was an RZ in normal shutter mode; I opened too early and closed too late. You can see the next step and the foot is a little transparent. Should have used B-mode.