How to adjust spacing/padding between menu items

Hi there! I need help adjusting the spacing between my mega menu items. There is about half an inch of white space between each item, and I need something a little more compact. I’ve been fiddling with the CSS code, but I am very much a beginner and can’t make anything work for me.

Also, is there a way to make the custom “Text” column headers into links but still display styled as headers?

Thanks in advance!

The page I need help with: [log in to see the link]