An unusual stepwise behaviour is reported in the temperature dependence of the zero field cooled magnetization in iron nanoparticle dense films produced by ultra-short pulsed laser deposition assisted by irradiation of nanoparticles with a nanosecond UV laser pulse, appropriately delayed, during their flight from the target to the substrate. This behaviour, induced by the particle system's morphology, characterized by clusters of tightly coupled nanoparticles as well as by some voids between them, is ascribed to the competition between Zeeman energy density, intracluster anisotropy energy density and intercluster exchange energy density. A phenomenological model and Monte Carlo simulations are reported, which support the proposed interpretation.