With a Si~001! vicinal surface in mind, we study step wandering instability on a vicinal surface with an anisotropic surface diffusion whose orientation dependence alternates on each consecutive terrace. In a conserved system step wandering takes place with step-up adatom drift. Repulsive interaction between steps is found indispensable for the instability. Monte Carlo simulation with a strong repulsive step interaction confirms the result of linear stability analysis, and further shows that in-phase step wandering produces straight grooves. Grooves widen as their amplitudes increase in proportion to the square root of time.