Gems are the premium currency and farming these is not possible by grinding on stages. However, if you complete an entire area in the game (for example, all the stages of chapter 6), you are rewarded with 100 Gems. So simply completing all these zones as quickly as possible will help you gather more gems faster. But there's no actual way I found (at least for now) to really farm these. Also, make sure that you complete all the stages that you can in order to get additional stars. Most of the times, you will get at least some Gems as a first clean reward.