I always had a problem when painting with a hard brush in Photoshop. I found that the default would leave spaces. I never looked into fixing this until today, I used to go over the same area a few times. Not very productive I know.
In Photoshop open the Brush Tab by selecting Window - Brush or pressing F5. In there with the Hard Brush selected change the spacing to 1% rather than 25%. And there you are, a nice smooth brush.
To save the new brush hit New Brush Preset and OK.
Then hit Brush Preset (top left of the pop-out) Preset Manage and move the new brush to where you want.