Changing vertical spacing in a column

[David Sumbler]

Before the start of the first staff system, I have the name of each
instrument opposite the appropriate stave.  The names are long, so I
have arranged them vertically, e.g.:

\set Staff.instrumentName = \markup {
        \center-column { "Soprano" "Saxophone" \line { "in B" \flat }
        } 

This is fine, but I need the lines of text to be closer to each other.

The only way of doing this I can find is by altering baseline-skip, but
I am afraid that my newbiness is letting me down here: I simply cannot
work out how to change this setting.  I have tried all sorts of
permutations and varieties of syntax, but so far without success.

What is the correct syntax to change baseline-skip (and other such
variables)?

And is there a better way of altering the spacing of these lines of
text?

David