Hello,

Please replace the code to the Theme Settings > Custom CSS > Global:

body .wd-dropdown-menu.wd-design-full-width .wd-sub-menu > li {
    margin-bottom: 0px!important;
}
body .wd-sub-menu li a {
    padding-top: 0;
    padding-bottom: 0;
}

Please check the screen if you want to change the gap: https://gyazo.com/3943afc46cb34133a32b84e6d51caad7

Best Regards