The Hilbert spaces H w consisiting of Dirichlet series F (s) = ∞ n=1 a n n −s that satisfty ∞ n=1 |a n | 2 /w n < ∞, with {w n } n of average order log j n (the j -fold logarithm of n), can be embedded into certain small Bergman spaces. Using this embedding, we study the Gordon-Hedenmalm theorem on such H w from an iterative point of view. By that theorem, the composition operators are generated by functions of the form Φ(s) = c 0 s + φ(s), where c 0 is a nonnegative integer and φ is a Dirichlet series with certain convergence and mapping properties. The iterative phenomenon takes place when c 0 = 0. It is verified for every integer j 1, real α > 0 and {w n } n having average order (log + j n) α , that the composition operators map H w into a scale of H w ′ with w ′ n having average order (log + j +1 n) α . The case j = 1 can be deduced from the proof of the main theorem of a recent paper of Bailleul and Brevig, and we adopt the same method to study the general iterative step.