If there is no gap there is a good chance that you are holding the racquet so that it is perpendicular to your arm -- not a good idea for a FH grip. If you open your hand (your fingers), you should see the racquet handle lying diagonally across your palm (rather than lying straight across your palm). With the racquet orientated diagonally, it is more of an extension of your arm (rather than being at right angles to it).