If I were you I'd buy a book of Beethoven Bagatelles, learn and nail a bunch of them, then learn and perfectly play all three movements of the Beethoven Pathetique Sonata, then you're in good place to take on Romantic and late Romantic piano works.
I didn't say there wasn't a leap - there's significantly less of one then moving from K.545 or some easy Bach preludes, so it makes sense as a repertoire progression.