I'm creating a role to be used to deploy my step functions. Is there a list somewhere of what permissions I need to have on the role?

yep - https://github.com/outerbounds/metaflow-tools/blob/master/aws/cloudformation/metaflow-cfn-template.yml#L756

wait.. does this role already exist if i use the CFN template?

only if you opted for it while deploying the stack -

ahh so thats what that option was for