That's pretty small. I'd argue that if you're worried about 2mm then maybe you are bored :} But let's try to solve the problem.
Column spacing is only part of the layout. That would determine the spacing between columns (but I don't know that an SSRS report has a column spacing property so I'm curious what you're setting). You also have to take into account the padding and border styling. The padding is the space between the contents and the cell boundary. This is so that the column content doesn't start exactly on the edge of the column (nor end on it).
The border is inserted between each column so that adds space as well. If you're getting 4-5mm spacing between columns then I'm going to guess that your padding is 2mm and your border is 1mm. That would be 2 + 2 + 1 = 5. But by default things sizes are measured in points, not mm. A point is 1/72 inch so you can do the math as to what that would be in mm.
If you can provide a repro RDL then maybe we can identify where the spacing is coming from. Note that ultimately the renderer will determine the actual spacing so you might see some differences between, say, the HTML version and the PDF version of your report.