Can I use a Closure to define a stage in a Jenkins Declarative Pipeline?

Super late, but in case anyone runs into this issue, a possible solution would be to wrap your generated stage around a script declarative and invoke .call on the generated stage.

So for you:

def makeStage = {
  return {
    stage('a') {
      echo 'Hello World'
    }
  }
}

pipeline {
  agent none
  stages {
    stage ('hello world') {
      steps {
        script {
          makeStage().call()
        }      
      }
    }
  }
}

Whoops. edited, I had "steps" inside on my stage('a') in the makeStage declaration. "steps" is a declarative pipeline directive so it was throwing an error inside the script block.

You can't define stages outside the declarative pipeline. The main purpose of declarative pipeline is to provide simplified and opinionated syntax so you can focus on what should be done (by using some of the available steps) and not how to do it.

If you are interested in more flexible way of implementing pipeline, you may choose Scripted Pipeline approach which is not that strict if it comes to the syntax - it's only limited by Groovy and CPS execution module.

Working (scripted) pipeline from your example would look like this:

#!groovy

def makeStage = {
  stage('a') {
    echo 'Hello World'
  }
} 

node {
    makeStage()
}

Attention: There is no steps method inside stage in a scripted pipeline. If you leave it there you will get

java.lang.NoSuchMethodError: No such DSL method 'steps' found among 
    steps [archive, bat, build, catchError, checkout, deleteDir, dir, 
    dockerFingerprintFrom, ...

Scripts in declarative pipeline

Declarative pipeline defines a script step that allows you to put a block of scripted pipeline. However it still does not allow you to define stage dynamically or/and extract stage definition to a function or closure. script step gets executed inside the stage so you can't control inside this block if stage is executed or not. In some cases however this step might be very useful if you want to do something more complex than just calling pre-defined step of a declarative pipeline.