You can use Contact Sheet without gaps, but you do need to determine what the end size should be.
In this example, I made 3 rectangles that were 6 x 4 inches @ 72 ppi, so
In the Document section, I made the width 6 inches and the height 12 inches, and used 72 ppi
In the Thumbnails section, I placed it down first with 1 column and 3 rows without auto spacing and the vertical and horizontal space set to 0
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