You are right. And to use "feet" sounds absurd, as if a centipede were advancing multiple right legs simultaneously.
Marjorie Skillin, Words into Type (1974): "To avoid ambiguity, a singular noun is often used with a plural possessive when only one of the things possessed [or in this case one pair of legs] could belong to each individual" (p. 357). Among the examples given are these:
Forbes knew most of them by their first name.
They eyed each other furtively and cursed under their breath.
If text surrounding your sentence makes it clear that a group is addressed, then the reader will know that "you" is in the plural; otherwise one could not tell whether "you" is sing. or pl. when the singular "foot" is used. Or the sentence could say, "You all need to put your right foot in front of your left." (That's not meant to evoke you-all as in Southern dialect, but simply means "all of you.")