Doesn't look like there's a built-in way to get what you want
In the workflow.currentWorkflow refers to the actual Workflow object
This object has a list of items which refer to the components (scriptables, actions etc). Each of those have the following structure
Given that each WorkflowItem has a link to the next item you *may* be able to come up with a way to walk the item tree and then work out which one you're currently in during execution? Not that promising sadly and would probably get very messy if the workflow has lots of branching......
I guess worst case you could just do a System.log("Starting task <task name goes here>") at the top of every scriptable? Again, not ideal but at least gives you the trace you wanted in the scripting.log file. Alternatively, Server.log would give you the trace in the event log for the workflow execution
-HTH