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Could a slower or smaller rocket take advantage of lift if all the stages had wings?

Could the stages reduce splashdown impact forces by using a spinning seedpod-like design (as shown in the image below)?

Seed pods twirling to the ground

^{Source: Keith Blenman blogpost}

SpaceX BFR

^{Source: SpaceX via Wikimedia, public domain}

X-37B

^{Source: xairforces.net}

Baikal flyback booster with second stage

The flyback wing is stowed above and parallel to the fuselage

^{Source: Russian Foundation for Advanced Studies (FPI) via russianspaceweb}

After what point are wings not useful on the number of rocket stages, size or weight?

Could a slower or smaller rocket take advantage of lift if all the stages had wings?

Wings on the first stage can be useful; the Pegasus air-launched rocket has wings on its first stage that provide some lift.

In most cases wings aren't worth using on orbital launchers; they add drag and weight that usually isn't compensated for by lift. Wings on upper stages are very unlikely to be beneficial.

Though it seems noöne has spun an entire rocket stage to slow it, something has similar has been tried. The long-defunct Rotary Rocket company was developing the Roton™ reüsable single-state-to-orbit launcher that would use helicopter-like blades to slow and land. A bit more info on it can be found on Wikipedia.

^{Alan Radecki via Wikimedia Commons, GFDL / CC BY-SA 3.0}

Not present in the photo above, the rotor blades were attached to the dome at the top and folded flush against the fuselage during ascent. Prior to reëntry the blades would fold back to a low-drag configuration. After reëntry, the blades would move to a horizontal orientation and be spun up (I believe) using thrusters on the blade tips (the cap and blades would spin and the fuselage would stay stationary). The craft would then fly as a helicopter (under autorotation) to a controlled landing.

There are some much better images here (under "Photo Gallery" and "Image Gallery") but they don't appear to be licensed for reüse.

The rocket passes through the dense layers of the atmosphere in the first tens of seconds after launch. Further, these wings are ineffective. Baikal (on render) is a reusable rocket plane. Most of the time being in dense layers of the atmosphere.

Vertically launched rockets need thrust (force in the direction of motion), not lift (force perpendicular to it). Wings can only provide lift and drag (force against the direction of motion), and a vertically launched rocket needs neither of those things. What an orbital rocket does need is speed so the less drag the better.