I've been able to drive my Volca Keys via the BeatStep Pro's MIDI out port. Don't know enough about sync yet to try any other methods.
One odd thing I did notice - when using the BSP in the default "int" sync mode, when I start my sequence the Volca also begins to play it's currently selected pattern at the same time. I realise this is probably intended, but I don't know yet how to stop the volca from starting it's own pattern when I start the BSP. As I know there is a way to factory reset all the default Volca patterns, I just erased the #1 pattern so there is no sequence or motion recorded on the first pattern.