Use cache between stages locally using gitlab-runner exec

I have a .gitlab-cy.yml file with multiple stages that use caching between the stages. I would like to be able to use caching in the same way as run on the server using gitlab-runner exec. However, the documentation on gitlab-runnner exec says:

Some of the features may or may not work, like: cache or artifacts.

And I have not found a way to successfully cache.

I'm fine with the limitation that gitlab-runner exec works for one job at a time only, I can run it multiple times for each job I need. But I like to be able to use cache locally so the next stage/job can make use of it.