Hi @Edwin_Vasquez,
First of all - welcome to our eazyBI community! 
Regarding your question - it is possible by creating Issue link field issue. We have described how to do it with standard fields (fix version, labels) here in our documentation - https://docs.eazybi.com/eazybijira/data-import/advanced-data-import-options/issue-link-field-dimensions
You can see instructions there, but as you are interested in customfield “Stage”, then a little adjustment is needed for the code. Also, this eazyBI customfield will appear in data import customfield section (not in linked issue dimensions as it is in documentation).
Please change in the code below customfield ID number to yours. This code will work with single select customfield type.
#Epic customfield
[jira.customfield_edlevels]
name = "Epic link T-shirt size"
data_type = "string"
group = "Linked issue dimensions"
dimension = true
update_from_issue_key = "epic_key"
javascript_code = '''
if(issue.fields.customfield_11100 && issue.fields.customfield_11100.value) {
issue.fields.customfield_edlevels = issue.fields.customfield_11100.value;
}
'''
Gerda // support@eazybi.com