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Continuous instruction following closely mirrors real-world tasks by requiring models to solve sequences of interdependent steps, yet existing multi-step instruction datasets suffer from three key limitations: (1) lack of logical coherence across turns, (2) narrow topical breadth and depth, and (3) reliance on rigid templates or heavy manual effort. We introduce LoCt-Pipeline, a novel pipeline that leverages modern LLMs’ reasoning capabilities to assemble rich, topic-related single-instruction data into multi-turn dialogues, producing chains that are logically coherent, progressively deepen in content, and span diverse domains without fixed templates or extensive human annotation. We employed this pipeline to construct LoCt-Instruct for assessing models’ problem-solving abilities. The generated chains serve as a testbed for benchmarking a variety of models, including reasoning-oriented architectures, instruction-tuned variants, and state-of-the-art closed-source LLMs on their capacity to follow and correctly respond to each step. Our results reveal a substantial performance gap between current LLMs and human solvers. These findings highlight the need for more robust continuous instruction following. We publicly release the dataset and end-to-end pipeline.