Thanks for sharing.
Generally speaking, if you have two pieces that are properly snapped together in the GECK and yet still have an open gap, it means that those two pieces were never meant to go together (or have not been put together in-game in the same way that you are). Your options are:
1. Keep looking for other models in the GECK that do fill the space correctly.
2. Overlap the pieces so that there is no gap (which you can do, but shouldn't use Snap for, as you don't want the textures fighting over which one displays).
3. Modify the door (or better) the doorway in a 3d modelling tool to remove the gap.
4. Replace the doorways with another that has a fitting door.
Within the kit pieces, you will find no gaps if your properly snapping the pieces together. If your using pieces from different kits, then they might not exactly snap right and you'll have to find a way around the problem.
Last observation in looking at it again is that the gap your seeing may be the space where the Door goes. I.e. when you place a standard vault door in there, it also has "sides" (the depth/thickness of the door) that will exactly fit into the door gap and leave you with no open spots. I think that's what you have here - your using doorway pieces that were meant to have a door in there, and without it your seeing the gap at the side where the door would normally fill it.
Luck!
Miax