First of, i'm not condoning full on piracy by posting this. I just have a strong hatred towards developers that publish DLC that have no added value like currency or costumes.
Dead or Alive is one of the series that is known to do this. Believe it or not, I'll gladly pay for any DLC if it's worth it. Some companies are just worth it.

You might be wondering how this works and how this is possible.
There are several things to take note of when you try this yourself

1. There are some games this doesn't work on, this is due to the way the game is protecting the steam DLL's. (ex. DragonBall Fighters Z)
2. Some games come with DLC "on disc" and some don't. You will notice this very quickly when you unlock the DLC, boot up the game with DLC enabled and the game crashes.
   This means the files cannot be found. You are then forced to buy the DLC for real or look for the DLC files to place in the game directory, ask a friend.
3. Some games have expansions so the developers nest their their DLC, a good example is Company of Heroes 2. The main game DLC is only 8, but to unlock Fox Rangers for Ardennes Assault you need to look at the Ardennes Assault game not the base.
   However, by doing the automatic unlock way it will ONLY unlock Fox rangers and you will lose the base game soviet campaign mode untill you revert your changes.
   How do you fix this? Go to the game directory look for the cream_api.ini file, open this and add all the DLC"s manually
4. Steam itself will also never report that you own the DLC but still allows you to unlock the achievements that are DLC locked.

The biggest question to this all is: Can I get banned?
The anwser is no, unless you blatantly shout it off the rooftops on the steam forums, some one might ban you...
This is because the unlocks are done locally on your system, Steam has no way or at least isn't allowed to search all your folders and files on your system and upload this to their databases. If Steam actually did that, big riots be happening!
I believe they are fully aware of this but they trust the people enough to actually buy the DLC if they like it.

Onto unlocking the DLC's:

1. Download the CreamAPI tool here https://github.com/MoebiusZero/AutoCreamAPI
   Let it be known I never wrote this application, I only uploaded it there in a compiled form because the original creator didn't compile this and his readme tells you to start autocreamapi.exe but it isn't there.
   Not everyone knows how to use Visual Studio or he assumes people know how to get the .exe file? I don't know...
2. Start the autocreamapi.exe file
3. Click on the button next to Path to game's steam_api(64).dll...
   Direct it to the location of the installation of your steam game, in most cases it's C:\Steam\SteamApps\common\(steamgamename) and select the steam_api.dll or steam_api64.dll file if there is one.
   Some games have the DLL file in the root folder of the game itself, but other games put it a bit deeper with other thirdparty binaries, Tekken 7 for example puts it here C:\Steam\SteamApps\common\TEKKEN 7\Engine\Binaries\ThirdParty\Steamworks\Steamv132\Win64
4. The application should automatically find the name of the game and it's ID, for some games you need to change this to get more DLC's listed.
   To do this, go to https://steamdb.info and search for the game and select it. Take note of the AppID and copy this into the field with numbers on the right side of the button with the magnifying glass and then click the button, it should then list the game name.
5. Click on Get DLCs for AppID to find the DLC's for the game.
   If there are DLC"s you don't want, just select the line of the DLC and remove it from the list.
6. Make sure there are checkmarks on Unlock all DLC's (if possible) and Additionally use SteamDB for DLC's
7. Click on Save to unlock the DLC's
8. Now boot up your game and check if the DLC's are unlocked

To revert the changes made, repeat step 2 and 3 and then click the Reset button.