Yep, you'll never get it perfect, but a smaller layer height will make the steps less noticeable. Adaptive layer height in cura if you use that can help, but adds a mortal age to the length of the print.
Consider post processing steps if you really need smooth parts. Sandable fillers, special paints, epoxy coatings, or just a bunch of sanding. I've had good luck with XTC-3D. It's an epoxy you paint on that's specifically designed for smoothing prints.
You could also consider a resin printer if you need smooth. They are their own can of worms, but the resolution and smoothness is good.