Illustrator :: Improve 3D Effects When Blending With Many Steps?

I am recently having a lot of fun after I discovered the power of blending. So here is my "protocol": I create two similar shapes, I make sure that they have a colored stroke, I use the blender, then I modify the path with the pencil, and I get this kind of results
 
I am quite happy with this, because of the fake 3D effect that it generates. I kind of understand that the "3D- shading" effect comes from the stroke color. However, this method has its limitations because:

- it only works with a stroke

- it gives different aspects depending of the number of steps.
 
Is there any way to smooth the effect created by the strokes to avoid the segmentation seen of the picture above?
 
Ideally, the best tool would be some kind of "extrude+blend on free path" tool, but it doesn't seem to exist in Illustrator yet...