If you need to connect several wire together in a small confined space, use these Closed End Screw Connectors. These have a closed end so the wires are twisted and inserted from one end, then the screw terminal is tightened.
Size - Length = 17.5mm, Width = 9mm and the Height = 17mm (including the screw housing)
Max cable diameter is approx 2.5mm.
Sold as singles.