How do beneficial features evolve in species without progressing through detrimental stages?
There are some interesting hypotheses that wings initially evolved for display, not flight.  Then at some point, the winged dinosaurs also had a locomotive advantage, at which point the wings could further evolve with selection for even better locomotion and eventually full flight. 

Here is an article about Darla Zelenitsky's work on this:  http://phenomena.nationalgeographic.com/2012/10/25/bird-mimic-dinosaur-hints-that-wings-evolved-for-show-not-flight/

There is also an article by Richard Prum in a recent Scientific American that mentions this.https://www.scientificamerican.com/article/dinosaur-feathers-came-before-birds-and-flight/