Is it advisable to give a handout with the slides to the jury of my PhD defense?
In my department, students usually give out a handout with slides to members of the committee. Many seem to find it helpful - they use it exactly as you said:


  to take notes, to follow the slides (slides are projected above my head in the amphitheater) or to go back if they missed a step


They also use it in other ways - for example, if they want to ask you a question about a previous slide, they can refer to the handout to say "Can you please go back to Slide 5" instead of having you flip through the slides one at a time and saying "Stop!" when you reach the one they're looking for.

Some don't use the handout at all.

In all of the defenses I have attended, I have never seen a committee member get distracted by the handout, or read the handout instead of paying attention to the speaker.

So, based on my experience I would consider the handout to have some potential benefits, and very little or no disadvantages.