Oh neat! I didn't know it could do this. I use U+202F (Narrow No-break Space) all the time to separate numbers from their unit (as in "20 kg" which I'm sure won't display correctly here), but I haven't found a convenient way to enter that on macOS.
Which modifier+space produces U+202F? Alt+Space produce No-Break Space (NBSP) U+00A0 which is different and lacks the appropriate narrowness.
EDIT: I tried alt+space, alt-shift+space, alt-ctrl+space, alt-shift-control+space, shift+space. All produce either U+00A0 or U+0020 and other combinations, such as including Cmd doesn't work at all.
Sorry, I meant adjusting your layout with Ukelele or using a keyboard remapping tool like Karabiner Elements, where you can bind any modifier + space to insert any space (and KE can include Cmd and differentiate between left and right sides). You could even have a Ctrl+Space deadkey for less frequently used spaces, where any subsequent letter will print a mnemonic space (m-em space, f-figure space, b-no-break etc).
(And with KE even have a delayed notification to remind you which letter means which space if you don't complete this deadkey within, say, a second)
Thanks, good suggestion -- I usually try to avoid extensions as much as possible for many reasons (incl. that Apple actually discourages it), but I'll look into it.