Structural properties of GaN films grown on vicinal sapphire (0001) substrates with various vicinal angles by plasma-assisted molecular beam epitaxy are investigated. High-resolution x-ray diffraction (HRXRD) results reveal the dramatic improvement of both tilting and twisting grain features of the GaN films when the vicinal angle is larger than 0.5° with the formation of multilayer macro-steps on the surface. The threading dislocation density reduces by over an order of magnitude estimated from the HRXRD results. Cross-sectional transmission electron microscopy observations clearly show that the formation and lateral propagation of macro-steps on the GaN surface play an important role in this dislocation reduction. A method for the reduction of threading dislocation density in GaN epilayers is proposed.