You do it step by step, first inserting "midway" chords somewhere in between, and then if you want, even more intermediate chords between those. Step by step. If you want to go through all of the given original chords and aren't allowed to change them (though why wouldn't you if you're messing with the chords to begin with), there are only two guiding principles to choose from at each step.
- Trick 1: voice leading as guide for the step. Keep the melody note as the highest voice, move some other voice somewhere a step or two or three to some direction, and choose a chord such that it includes the target note and makes sense for the overall harmony (and the melody note). The bass is the easiest choice for the moving voice you trace. Of course, all other voices may take steps too, but it's the one voice you select as your protagonist you follow.
- Trick 2: circle of fifths as guide for the step. Instead of individual notes, look at whole chords, take a few steps back along the circle of fifths/fourths from the target chord and click-click-click move there, optionally hiding the blatant simplicity of this with chord substitution tricks like tritone substitutions, minor <-> 9th, 7th <-> dim, etc. (there are lots of such tricks). These steps you do thinking about whole chords, although you might glue the chords together using step-by-step voice leading.
- or a combination of the above
That's basically all there is. If someone can show an actually used chord progression "glue" sequence that cannot be shown to be a combination of the two above, I'm interested in hearing it.
We can "dumb down" the guiding principles slightly, if we assume that you play piano or keyboards, and the voice you lead is the bass, which you play with your left hand, and if the whole-chords aspect is what you play mainly with your right hand ... it becomes: (1) left hand guiding, or (2) right hand guiding. This is of course very simplistic, and not very helpful for guitarists. But on the other hand (no pun intended), you can see guitar as having harmony vs rhythm as the left/right hand division, which is equally useful.
If you're allowed to change the target chords, it becomes even more interesting and opens a lot of possibilities and degrees of freedom. If you allow yourself to even change the key, it's huge fun! As an example of changing one of the given chords, in your D - A - Bm - G example, substitute the A with F#7 or a derivative. F#7 is a dominant going nicely to Bm. Or use an A#dim7 which works as a "hybrid dominant" (a word I just made up), it's kind of both A7 and F#7 at the same time, but it's not exactly neither of them.
Here's the D - A - Bm - G progression with intermediate chords added in between, and then steps between those. I want to think I only used the two tricks listed above. Voice leading as priority, or circle of fifths as priority.
You might notice how the bass moves, and how there are circle-of-fifths chord sequences in rapid succession. Or both at the same time. In addition to the voice/chord leading guide steps, there's a rhythmic aspect and general up/down motion that are used according to artistic taste. You can probably analyze and describe those aspects using theoretical tools as well as the harmony.
It's not really rocket science, you just need to spend the hours trying and trying. At first it'll be slow, but you'll get better at it. It's more like jogging.
The great thing is, you don't have to invent any of this. Find out how existing arrangements are made, and re-use the same tricks. Just don't listen to D - A - Bm - G bulk pop, you won't learn anything from that. ;) How to get from D to A? From the example above: D - D/F# - Gmaj7 - E/G# - A. (as just a random example - there are countless ways to go from one chord to another) How to get to Bm in one extra step? Add F#7 or F#9 or F#11 or any other F# dominantish chord before the Bm. With two extra steps? Add a C# dominantish and an F# dominantish chord before the Bm. With three extra steps...? It's possible, try it. How to get from Bm to G? For example Bm - A#9 - Am7 - G#9 - G. You can see that as voice-leading and circle-of-fifths at the same time, because the 9 chords can be considered tritone substitutes.
Edit: I'd like to add that IMO the only way to learn this stuff is through practice by playing and studying example material. Music theory is there to describe and reason about the examples, not to prescribe and construct. It's like learning languages - syntax and grammar are there to assist you in seeing structures, not for constructing things to say. You don't go like, "according to grammar, I should be making sentences, and in a sentence, there has to be a verb and probably a subject... I wonder, how do these people select verbs for their sentences ... are there any rules behind it?" :) Instead, you listen to and repeat a lot of pre-made sentences, and gradually you begin to learn patterns used in the language, and you start applying the patterns yourself and playing with the language. That's how music is learned too - by learning patterns through lots of examples and applying the patterns by improvising, arranging, and composing.