With a larger gap, it's harder for the CDI to produce a strong spark, but more of the spark is in contact with the mixture.
A smaller gap results in a stronger spark, but less spark/mixture contact area.
It's a balance between the two.
A 0.024", (0.6mm), gap seems to work pretty well with these engines. Some guys that use the white wire for lighting, (which draws power from the ignition winding), set the plug gap at 0.020", (0.5mm), to compensate for the weaker spark.
0.036", (0.9mm), is a very large gap. These CDIs aren't very strong, so a smaller gap would definitely be better than that.