Summary
Dungeons & Dragonshas many iconic locations in its multiverse, but few have the same eeriness as the Underdark. This land with no sun is where many powerful and evil creatures live, along with societies of people just trying to get by or civilizations with twisted morals, thanks to the deities they serve.
Out of the Abyss is an excellent pick if you want an adventure in the Underdark - it even has demons to make things more intense. That said, it’s a long adventure, and not every DM enjoys focusing on how the party’s experience points are doing so they can reach the final showdown at the maximum level. Thus, here are some milestone ideas for you.

11Prison Break
They Deserve It
The beginning of this adventure is quite tricky. You have a level one party imprisoned by relatively high-level drows, so escaping through force is not viable. Thus, they have to succeed through their wits, connections with fellow prisoners, manipulating guards, or if a Deus Ex-Machina made by you.
Regardless, escaping such a situation is worth a level-up. Besides,the monsters from the Underdarkare extremely dangerous to a level one party, so leveling them up prevents a likely TPK.

10Extra Dungeons
For An Early Level-Up
Before going into any specific locations, the main Underdark area has a few extra dungeons: the Hook Horror lair, the Oozing Temple, and the Lost Tomb. They’re all pretty small and, individually, aren’t worth a level. But all three? That’s a different story.
These areas can be particularly hard for a low-level party, especially the Hook Horror lair, but the experience (and the legendary weapon in the Lost Tomb) can make them worthwhile.

You don’t need to do all three in a row, either. Once all three are complete, the milestone happens.
9Surviving Sloobludop
Enter The BBEG
This part is where the Demogorgon (or whicheverdemon lordyou’re using as the big bad) first appears, showing how powerful they are by attacking the place. As you’re likely aware, they have no chance of fighting a demon lord this early, so the point is to run away.
Thus, escaping - and potentially saving NPCs they liked in the process - is also another thing that’s worth leveling them up for.

8Going Through Gracklstugh
A Mini-Campaign Inside the Campaign
Gracklstugh, the duergar city, has so much going on; you can have two, three, or even more milestones here - just see which tasks the players are in the mood of doing, award them for those, and move on. Some milestones here could be:
Don’t forget that there’s a demon invasion going on. you may havedemonsattacking any location at any point, and you can even make this attack a hard encounter that is also a milestone, meaning you can have a milestone that triggers whenever you feel like it.

7Surviving Zuggtmoy
Another Demon Lord Strikes
The journey may also lead to the Neverlight Grove, where the demon lord Zuggtmoy plots her schemes. There’s a good chance this will end with your players fighting Yestabrod, but whether this is how it ends or not, concluding the story of this area is worth a level-up.
This area is relatively simple from your standpoint but also offers good narrative material by showing a demon lord’s might, so it’s worth doing if your players head there.

We’re offering more milestones than you need to reach level 15. This way, you can choose which ones you prefer or still have options in case your players choose not to go to certain locations.
6Dealing With Blingdenstone
One Or Two Milestones Work Here
While the deep gnome city isn’t as big as Gracklstugh, it’s big enough to afford more than one milestone. The obvious milestone here is dealing with the Pudding King, which closes the narrative of this area.
However, there are quite a few strong monsters here, including a mini-boss in the form of a medusa (though her difficulty depends on your party’s current level). Killing her or getting rid of the monsters in general could be another milestone.

5Escaping The Underdark
Or Re-Entering The Underdark
This campaign is divided into two parts: Escaping the Underdark and going back to deal with the demons. This event is the turning point of the adventure and, up to this point, the party’s primary goal.
Thus, leaving the Underdark or returning there is worth leveling up. As an extra tip, we recommend your players to be at least level eight when they reach here because the campaign will get harder from here on out.

4Getting To Gravenhollow
Or Dealing With Fraz-Urb’luu
Out of the Underdark, the party will be tasked with finding a place called the Gravenhollow. However, they don’t know where it is, and the place that has information about it has issues with yet another demon lord, Fraz-Urb’luu.
It is up to you whether you level them up when reaching Gravenhollow and/or preventing Fraz from becoming a bigger problem. These events are too close to one another for a double-level up, though you can do it if they skipped too many events beforehand and are under-leveled.

3Learning About What’s Going On
The Plot Thickens
Unless you give more narrative focus to your version of this campaign, things will feel somewhat loosely connected (or not connected at all) until the party talks to Vizeran DeVir. Thus, having the party learn about what is actually going on could be a significant milestone, narrative-wise.
Still, similarly to the previous entry, this meeting happens relatively close to getting to Gravenhollow - the explanation can even be there if you want to. So, we recommend either not using all these milestones so close to one another or maybe adding some issues along the way, like a random demon attack.

2Getting The Components
Three Milestones Here
Vizeran will talk about a ritual that can summon the demon lords in hopes of having them fight one another, allowing the party to only have to deal with whoever is left. There are quite a few ingredients that can be obtained in a few places.
That said, some of them require visits to three particularly hard locations: the Wormwrithings, the Labyrinth, and Menzoberranzan. Because these are harder to get, getting everything they need in each location could be worth a milestone.