Yes, it is possible but...
The number of ways you can go about it is limited to somehow seeing through magical darkness like by getting Truesight.
Or by picking up 2 levels of Warlock for the Devil's Sight Eldritch Invocation, in order for you to see through magical darkness up to 120 feet.
Or by any means like the 6th-level Divination Spell True Seeing, or a Gem of Seeing (page 172 of the DMG) also does the trick, or you can homebrew a magic item that serves this purpose.
What is important is that you can see the area of magical darkness/dim light created, all others might still see it as magical darkness, that doesn't matter.
However, the bottom line is that both of these features were not meant to provide a mini-portal for the monk to Shadow Step through because Shadow Step, by its wording:
Shadow Step
At 6th level, you gain the ability to step from one shadow into another. When you are in an area of dim light or darkness, as a Bonus Action you can teleport up to 60 feet to an unoccupied space you can see that is also in dim light or darkness...
Emphasis on shadow here, we can see that the intent was for the Monk to step through shadows, not magical darkness. I know this sounds silly but if we look at the next emphasis, "you can see", it affirms this intent by limiting the area a Monk can step through to an area he can see. Hence, these two were not meant to be used in-tandem due to its incompatible properties. However, there are many uses for Darkness and Shadow Step alone in themselves. Darkness can be used to Blind enemies, causing them to have Disadvantage on Attack Rolls. One clever trick is also to use Darkness to cover a room's light source like a single torch, Darkness negates that source and engulfs the whole room in natural darkness, giving any creature with Darkvision advantage. Shadow Step can enable the Monk to avoid stepping into a brightly-lit portion of a room (and thereby avoid being seen) by teleporting to a dimly-lit portion.
Don't misunderstand me, stepping through magical darkness can be done but you'll have to work for it
Shadow Step only teleports you, so you can't bring anyone else (willingly or unwillingly) with you. Compare with other ways to teleport like the spell teleport (PHB, p. 281) which only allows bringing others with you because it explicitly says so.
If you could somehow bring a grappled creature with you through a Shadow Step (a custom Feat, perhaps?), it would not reduce the distance. Shadow Step's distance limit is a fixed 60 feet that is independent of your speed statistic, and drag-grappling only reduces your speed.
On the plus side, the combination of these two points makes Shadow Step a convenient way to escape a grapple against you.
Best Answer
Yes, you can still use the ability, but it may not release you of your bonds. Ropes tied around you would teleport with you, along with the rest of your clothes and equipment. However, if you were tied to something, you would no longer be attached to it.