Consider a measure space $(\Omega,\mu)$, where $\mu(\Omega)<\infty$.
It is classically known that if $p<q$, then $L^q(\Omega,\mu)\not\subset L^p(\Omega,\mu)$ (see For $1\leq p<q\leq\infty$ what function is in $L^p$ but not in $L^q$). The form of the argument on the link is that given $q>p\geq 1$, we construct a function $f \in L^p(\Omega,\mu)$ such that $f \not\in L^q(\Omega,\mu)$.
Is it possible to take one such function $f \in L^p(\Omega,\mu)$ such that $f \not \in L^{p+\epsilon}(\Omega,\mu)$ for every $\epsilon>0$?