I have been doing it in secret using 'hidden' pages on a completely anonymous blog I run somewhere. So far I have the start and the end - its just the big bit in the middle that's missing
You may want to check out Charles Dickens - yes, the famous British author from the 19th Century - he used to write and issue his novels in weekly (or monthly) instalments (ie as he wrote them, not writing the whole thing and then printing instalments)
Charles Dickens info
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