step-by-step vs in small stages

step-by-step and in small stages both are adjectives.

Word	Noun	Adjective	Verb	Adverb
step-by-step	No	Yes	No	No
in small stages	No	Yes	No	No

As adjectives, step-by-step and in small stages are synonyms defined as:

Other synonyms of step-by-step include bit-by-bit, piecemeal, stepwise.

step-by-step (adjective)	in small stages (adjective)
one thing at a time	one thing at a time