Yeah, its annoying, but I don't think you can change the overall depth easily. When creating meshes I try to subtract a round number from the contour height, if its going to be too much. So if your contours are 32, 33, and 34 metres, for example, start at 30 as your reference,and just input 2000, 3000 and 4000mm. I think you have to do this when first creating the mesh, though - you can't go back and reduce later.
If it's just in section / elevation that it is an issue (if you're not too worried about 3D views) you can use the "Limited vertical range" option in the section / elevation settings. Just make sure the upper figure is higher than any building element.