These are commonly called _stepped planes_ , _digital planes_ or _stepped surfaces_ (if one considers the cubical faces intersecting a surface rather than a hyperplane). Their one-dimensional counterparts are called _Sturmian sequences_.
They are closely related to _cut-and-project tilings_ , also called _model sets_ , for which Penrose tilings are one particular example (they come from taking particular planar slices in 5 dimensions, rather then 3):
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There is a huge amount of literature on many aspects of their study, from combinatorics and number theory to topological dynamics, ergodic theory and fractal geometry.
Perhaps a good place to start would be a paper of Berthé and Fernique.