There are a few tricks.
1) If you are climbing shoot horizontal and low (like this picture)
2) If you are descending shoot horizontal and high
3) If you can, shoot perpendicular (showing vertical lines like trees that grow vertically)
4) Shoot with a wide angle and put your subject at the highest corner of the photo (if descending) or lowest corner (if ascending).
5) Slightly tilt the camera to emphasize the slope (this is tricky because too much will just look like a bad image.
6) Include a similar subject at a distance. The size of the secondary subject (e.g. another pilgrim at the bottom of a long climb) helps the brain interpret height. Oddly enough, this works best with a small depth of field such that the secondary subject is out of focus.