Recently, Artificial Intelligence namely Deep Learning methods have revolutionized a wide range of domains and applications. Besides, Digital Pathology has so far played a major role in the diagnosis and the prognosis of tumors. However, the characteristics of the Whole Slide Images namely the gigapixel size, high resolution and the shortage of richly labeled samples have hindered the efficiency of classical Machine Learning methods. That goes without saying that traditional methods are poor in generalization to different tasks and data contents. Regarding the success of Deep learning when dealing with Large Scale applications, we have resorted to the use of such models for histopathological image segmentation tasks. First, we review and compare the classical UNet and Att-UNet models for colon cancer WSI segmentation in a sparsely annotated data scenario. Then, we introduce novel enhanced models of the Att-UNet where different schemes are proposed for the skip connections and spatial attention gates positions in the network. In fact, spatial attention gates assist the training process and enable the model to avoid irrelevant feature learning. Alternating the presence of such modules namely in our Alter-AttUNet model adds robustness and ensures better image segmentation results. In order to cope with the lack of richly annotated data in our AiCOLO colon cancer dataset, we suggest the use of a multi-step training strategy that also deals with the WSI sparse annotations and unbalanced class issues. All proposed methods outperform state-of-the-art approaches but Alter-AttUNet generates the best compromise between accurate results and light network. The model achieves 95.88% accuracy with our sparse AiCOLO colon cancer datasets. Finally, to evaluate and validate our proposed architectures we resort to publicly available WSI data: the NCT-CRC-HE-100K, the CRC-5000 and the Warwick colon cancer histopathological dataset. Respective accuracies of 99.65%, 99.73% and 79.03% were reached. A comparison with state-of-art approaches is established to view and compare the key solutions for histopathological image segmentation.