Hello @beginner
You may need a spiral curve that has loops closer together, so you can draw more loops of the braid without needing them to be so thick to close the gaps. You can do this by increasing the “coverage” value when initializing your spiral:

Generally speaking, the larger you set your brush size, the thicker the size of the curve stroke being drawn. However, this also increases the size of the stepping, and there may be limits to how well a given brush can conform to it, depending on how it is constructed.
In the following image, you see my curve stroke gets thicker the larger I set my brush radius. However this also increases the size of the intervals in the curve, and you see the stroke starts to have trouble conforming to it near the top. In the right-most image, I have also added a slight tapering effect to the stroke in the Stroke> Curve Modifiers menu, which helps it conform to the shape of the spiral a bit more.
This will also be affected by how your brush is constructed. I was not able to open your brush file, but it may help to review the documentation on how to create IMs. Make sure to unify your insert mesh so there are not worldspace size issues. Be sure to create the least amount of geometry possible in your insert mesh–the minimum needed to create the repeating pattern. Don’t make long segments–it will reduce the degree to which the mesh can conform to tight curves.
I would recommend checking out the different IM Curve brushes in Zbrush, and seeing which perform better for your needs. Then try to construct your brush in the same manner.
It may be of some help to increase the Brush > Modifiers> Curve Resolution in some cases.
Ultimately, I recommend aiming for the most coverage you can get while retaining a good quality curve, and then using the Tool > Deformation> Inflate operation to “fatten” up your stroke more. You can also run an Inflate brush set to low Z intensity (to make it more gradual and forgiving) to touch up specific areas.
It’s unlikely that you will be able to inflate enough to eliminate all gaps while still looking natural, so it might be useful to also keep a solid mesh shape underneath the braid. The hair will sit on top of this shape and look like a solid mass without having to fill in every little gap. When satisfied, the shapes can be fused together.
As with many things in ZBrush, you can get pretty far with automated tools, but may always need a bit of personal artistry to touch up the results.
Good luck!