The grooves (notches, more accurately) are acceptable and indicate that your hobbed gear has a good grip on the filament.
Many factors will cause your probably-correct diagnosis of under-extrusion. If you are confident that your extrusion settings are correct, you could have this problem from under-temperature on the nozzle.
One method to assess this is to increase the nozzle temperature by five degrees C and examine a test print. If the gaps are reduced but do not disappear, consider an additional step or two of five degrees.
If you are so inclined, locate one of the many temperature tower models and modify them accordingly for your printer. This will give you a good range of temperatures for best results.
Also note that different filaments will have different temperatures and the temperatures will vary between colors from the same manufacturer and between different manufacturers.