A lateral Josephson junction in which the surface of a 3D topological insulator serves as the weak link should support topologically protected excitations related to Majorana fermions. The resulting 4π-periodic current-phase relationship could be detected under high-frequency excitation by the suppression of odd Shapiro steps. Here, we demonstrate such devices through the self-formation of a Pd-Te superconducting layer from a telluride topological insulator, and observe suppressed first and third Shapiro steps. Yet many of our devices, including ones where the Pd-Te layer is bolstered by an additional Al layer, show no suppression of Shapiro steps. Though we rule out the known trivial causes of suppressed Shapiro steps in our devices, our results serve as a warning that the non-equilibrium physics of these systems must be better understood before confidently claiming the observation of Majorana states.