First let's get the formalities out of the way. Welcome to the forums!
Well, there are two ways to get around the "smoothness" issues. These are not perfect.
The first one is to either speed up or slow down the transition. Think "Fade" speeds. If you're using a long fader, then it should move somewhat smoothly from points A to B. If you use a shorter fader, then it may be so fast that noticing step motions is minimized or removed.
If you are doing something in the FX generator, you can increase the number of steps. While not perfect, it can also "smooth" things out. The FX Generator can really be a life saver in these regards because they'll work with both the X, Y and fine X,Y channels. This is stuff that would be a lot of abstract work for us mere mortals, but is simple for MyDMX to handle. This is an area where the MyDMX software and FX Generator has the ability to make things look a lot better and more expensive than they really may be.
Another issue is that I have the CHauvet Q_Spot 150's, that I run in 16-bit 9-channel mode. They work very smooth for me, even when watching the lights for real vs the 3D Visualizer. I find that if I'm using MyDMX, I am best off just using the maximum channels and a 16-bit mode. You don't want to change your addressing stuff becuase you'll have to start over as the programming will not re-map itself.
It really depends on the fixture and how you're doing you programming. We're both talking about "relatively inexpensive" fixtures, and as such, we have to accept that we have to accept some amount of "step" type behavior.
Without getting into the fixture, I suggest you run the fixture in a 16 bit mode. This alone should smooth things out. If you're in an 8-bit mode, that right there can contribute to more "Steppy" type behavior, not just with Chauvet fixtures, but have been reported with other brands as well, including ADJ. I think Jingles has recommended this recourse of action a few times as it applies. Since the light has to move "Further" between DMX values, that is what is mmaking the steps that don't really exist.
I mean, I'e done stuff that was basically "waving back and forth" and it came out smooth. Step 1, then Step 2, then go back to Step 1, then repeat the scene. If I went Step 1 to Step 2 then repeat, it would snap back to Step 1 and that would have blown the whole look. Just make your return Step 1 to have no hold time or fade time. I'd have to checm the ones I did to get more exacting stuff, but let's say I'm pleased wtth this very simply programming and I didn't use the fine channels.
Now, my circles are using the FX Generator and I can see the X,Y and fine Xy channels blazing!