I am new to Git and GitHub and had the same question as the OP.
I have found a solution, which probably was not available at the time of the OP.
Situation: You have 3 changes, and you want each to be built off the previous, and each to have their own pull request (PR).
Problem: When you create the first PR that tries to pull develop into master, every thing looks fine, but then after you make the changes for the second PR, and merge them (using the same branch) all the changes are in the same PR.
Mini Solution: Create a new branch
git branch mini_change_2
git checkout mini_change_2
Now you push the code to GitHub and create the PR, but it defaults to Pull from mini_change_2 to master, except master does not yet have the changes from the first PR, so it includes all the changes from PR1 and PR2.
Best Solution: Specify which branch you are merging to in PR2.
Do not just accept the defaults when creating the second PR, say you are going pulling mini_chnage_2 to Develop, this will only show the changes in mini_change_2
Now create a new branch mini_change_3 and PR that to mini_change_3.
The problem comes once you start merging them...but that is a different exercise.