I would not recommend altering the standard mxui.css. Instead create a custom.css file and include it in your index.html file in addition to the standard css. In your custom.css you can include any changes to the styling you wish to make, to take precedence over the values in the standard css file.
For example, in mxui.css you have something like this:
.mx-datagrid-head-wrapper { padding: 8px; position: relative; }
You can add the following in your custom.css to supercede this:
.mx-datagrid-head-wrapper { padding: 4px 6px; }