Unwanted spacing in horizontal menu (Drupal+Zen 7.x-5.5)

Hello,

Using Drupal + Zen I am currently theming.
Unfortunately when creating the horizontal navigation menu every <li> gets unwanted extra space on the right side.

I have used every sensible answer I could think of or find, but none has helped so far.
Giving the <li> element a negative margin makes them overflow in eachother, giving the <a> element inside the <li> a negative margin obviously resizes the <a> and not the <li>.

I probably missed a fairly easy thing but I can't get a grip on the spacing on the right side.

This is how it looks:
http://i.imgur.com/s8T2R7g.png

And this is how it looks inspected with firebug (hovering over the <li> tag):
http://i.imgur.com/T4OhffF.png
Where the purple/darker blue is the unwanted spacing.

Here is the html:
http://i.imgur.com/kF74Dgh.png

The custom CSS contains not so much (only text markup in the <a> tag, gradient and rounded corners in the <li> and centering + zero margin/padding in the <ul>), but I am a Zen noob and not sure how they handle it.

Anyone able to tell me what I am missing here?