This page references an uncited location in the Mishneh Berura and says that "[O]ne only makes separate berachos if there is a complete interuption between the talis katan and gadol. Just walking to shul would not meet that criteria." For the purpose of deciding whether to say both berachas, what constitutes a "complete interuption"?
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It's MB 8:28 and :33–34. He says speaking about an unrelated matter would constitute sufficient interruption according to some but not others. He says also that, although walking to the synagogue does not constitute a sufficient interruption, some hold that a new blessing would be said because the original blessing was in a different location. But he does not list any specific activity that would constitute sufficient interruption according to everyone. (Rama there, however, says that removing the first garment before donning the second would necessitate a blessing on the second.)
Note, anyway, that the practice I'm familiar with (cited with approval by MB :24) is that someone planning to say a blessing when donning the talis gadol at shacharis does not say a blessing when donning the talis katan even if there is significant interruption between the two acts of donning.