Ah, I misunderstood. I thought you were talking about the "gaps" between existing species--some anti-evolutionists want to see the half-dog, half-cat alive today. That was what I was addressing.
The gaps you're talking about keep getting filled in all the time. And we're also finding out that the steps might not always be that small anyway--Darwin might have been mistaken about that, at least for every evolutionary step.
The Cambrian “explosion” is that Grand Canyon.
It's not really such a big gap when you consider how long it took, and the fact that we're finding pre-explosion fossils that indicate the appearance of new forms might not have been a sudden as we thought.