icebergslim:
First, I'll answer your question. No. There is no way of getting Desktop Visualizer icons so close as to make the gaps between widgets disappear. The closest thing you can do is the following:
1. If you're using LauncherPro (and why wouldn't you be?), you need to set the rows to 5 or more and the columns to 6 or more (you can try lower settings, but I haven't found them to work).
2. Another option to change in LauncherPro is the "Auto-Fit Items"- make sure it's unchecked.
Doing this does close the gaps between widgets, but it also makes the widgets overlap in weird ways. This may work for your layout since you have just a gray transparency for the background of your widgets.
Also, doing it this way would require LauncherPro Plus so that you can make other widgets full-sized (ie. any widget that is 4-spaces will be cut-off without resizing the widget).
However, I have to question exactly what it is that you're trying to accomplish? The easiest way to get rid of the gaps is to just have a completely transparent background on each widget image. I don't see how the transparent gray background of each widget will do any good if they're all so close that you can't differentiate the buttons anyway.
Hope this helps.