You could always get some real sand and fill that gap if it bothers you. I know he can be a pain to take on/off base even when they fit right, so a bit of play sand might do the trick and add some realism at the same time.
Finally got around to getting pics of this guy, after a few months. It's given me some time to be a bit less annoyed about the whole foot peg/base issue... Still bothers me every time i see the black part that should be hidden in base though. I'm pretty sure i'll never be brave enough to pull his foot out of the base again to try to sand down even more of the polystone and make it flush. Oh well