If I'm going to ask the player to do something multi stage I will usually flag it so they know that there's a few places where things might go wrong. "OK well sneaking up to it is going to be the first hurdle; after that you're going to need to figure out how to get the giant lizard to cooperate as you smuggle it out the back".

That lets the party start thinking ahead a bit, so maybe the illusionist says "how about I conjure the smell of something delicious wafting in from out a back window – that way when the rogue manages to sneak up and untie it it'll hopefully pop right out the window by itself".

Whereas if after the stealth check succeeds you give a bunch of subsequent unexpected checks the player might feel a bit aggrieved that you hadn't signalled how much work it'd be (especially if it uses skills they aren't good at and would have avoided relying on).