diff --git a/examples/gallery/embellishments/legend.py b/examples/gallery/embellishments/legend.py
index 65f8c615b00..6463b6ef0d5 100644
--- a/examples/gallery/embellishments/legend.py
+++ b/examples/gallery/embellishments/legend.py
@@ -19,7 +19,7 @@
     pen="faint",
     label="Apples",
 )
-fig.plot(data="@Table_5_11.txt", pen="1.5p,gray", label='"My lines"')
+fig.plot(data="@Table_5_11.txt", pen="1.5p,gray", label="My lines")
 fig.plot(data="@Table_5_11.txt", style="t0.15i", color="orange", label="Oranges")
 
 fig.legend(position="JTR+jTR+o0.2c", box=True)
diff --git a/pygmt/figure.py b/pygmt/figure.py
index f6111fff54f..b922705d752 100644
--- a/pygmt/figure.py
+++ b/pygmt/figure.py
@@ -235,10 +235,17 @@ def psconvert(self, icc_gray=False, **kwargs):
                 kwargs["N"] = "+i"
             else:
                 kwargs["N"] += "+i"
-        # allow for spaces in figure name
-        kwargs["F"] = f'"{kwargs.get("F")}"' if kwargs.get("F") else None
+
+        # Manually handle prefix -F argument so spaces aren't converted to \040
+        # by build_arg_string function. For more information, see
+        # https://github.com/GenericMappingTools/pygmt/pull/1487
+        try:
+            prefix_arg = f'-F"{kwargs.pop("F")}"'
+        except KeyError as err:
+            raise GMTInvalidInput("The 'prefix' must be specified.") from err
+
         with Session() as lib:
-            lib.call_module("psconvert", build_arg_string(kwargs))
+            lib.call_module("psconvert", f"{prefix_arg} {build_arg_string(kwargs)}")
 
     def savefig(
         self, fname, transparent=False, crop=True, anti_alias=True, show=False, **kwargs
diff --git a/pygmt/helpers/utils.py b/pygmt/helpers/utils.py
index b3df51558b4..ea7a89873e7 100644
--- a/pygmt/helpers/utils.py
+++ b/pygmt/helpers/utils.py
@@ -120,7 +120,7 @@ def dummy_context(arg):
 
 
 def build_arg_string(kwargs):
-    """
+    r"""
     Transform keyword arguments into a GMT argument string.
 
     Make sure all arguments have been previously converted to a string
@@ -131,6 +131,11 @@ def build_arg_string(kwargs):
     same command line argument. For example, the kwargs entry ``'B': ['xa',
     'yaf']`` will be converted to ``-Bxa -Byaf`` in the argument string.
 
+    Note that spaces `` `` in arguments are converted to the equivalent octal
+    code ``\040``, except in the case of -J (projection) arguments where PROJ4
+    strings (e.g. "+proj=longlat +datum=WGS84") will have their spaces removed.
+    See https://github.com/GenericMappingTools/pygmt/pull/1487 for more info.
+
     Parameters
     ----------
     kwargs : dict
@@ -151,7 +156,7 @@ def build_arg_string(kwargs):
     ...             A=True,
     ...             B=False,
     ...             E=200,
-    ...             J="X4c",
+    ...             J="+proj=longlat +datum=WGS84",
     ...             P="",
     ...             R="1/2/3/4",
     ...             X=None,
@@ -160,7 +165,7 @@ def build_arg_string(kwargs):
     ...         )
     ...     )
     ... )
-    -A -E200 -JX4c -P -R1/2/3/4 -Z0
+    -A -E200 -J+proj=longlat+datum=WGS84 -P -R1/2/3/4 -Z0
     >>> print(
     ...     build_arg_string(
     ...         dict(
@@ -176,6 +181,16 @@ def build_arg_string(kwargs):
     Traceback (most recent call last):
       ...
     pygmt.exceptions.GMTInvalidInput: Unrecognized parameter 'watre'.
+    >>> print(
+    ...     build_arg_string(
+    ...         dict(
+    ...             B=["af", "WSne+tBlank Space"],
+    ...             F='+t"Empty  Spaces"',
+    ...             l="'Void Space'",
+    ...         ),
+    ...     )
+    ... )
+    -BWSne+tBlank\040Space -Baf -F+t"Empty\040\040Spaces" -l'Void\040Space'
     """
     gmt_args = []
 
@@ -185,11 +200,19 @@ def build_arg_string(kwargs):
         if kwargs[key] is None or kwargs[key] is False:
             pass  # Exclude arguments that are None and False
         elif is_nonstr_iter(kwargs[key]):
-            gmt_args.extend(f"-{key}{value}" for value in kwargs[key])
+            for value in kwargs[key]:
+                _value = str(value).replace(" ", r"\040")
+                gmt_args.append(rf"-{key}{_value}")
         elif kwargs[key] is True:
             gmt_args.append(f"-{key}")
         else:
-            gmt_args.append(f"-{key}{kwargs[key]}")
+            if key != "J":  # non-projection parameters
+                _value = str(kwargs[key]).replace(" ", r"\040")
+            else:
+                # special handling if key == "J" (projection)
+                # remove any spaces in PROJ4 string
+                _value = str(kwargs[key]).replace(" ", "")
+            gmt_args.append(rf"-{key}{_value}")
     return " ".join(sorted(gmt_args))
 
 
diff --git a/pygmt/src/config.py b/pygmt/src/config.py
index 7c347e78758..7e4df67d3be 100644
--- a/pygmt/src/config.py
+++ b/pygmt/src/config.py
@@ -55,7 +55,7 @@ def __init__(self, **kwargs):
                     self.old_defaults[key] = lib.get_default(key)
 
         # call gmt set to change GMT defaults
-        arg_str = " ".join([f"{key}={value}" for key, value in kwargs.items()])
+        arg_str = " ".join([f'{key}="{value}"' for key, value in kwargs.items()])
         with Session() as lib:
             lib.call_module("set", arg_str)
 
diff --git a/pygmt/src/subplot.py b/pygmt/src/subplot.py
index 1e713afb189..19a9e6ecfd6 100644
--- a/pygmt/src/subplot.py
+++ b/pygmt/src/subplot.py
@@ -148,10 +148,6 @@ def subplot(self, nrows=1, ncols=1, **kwargs):
     {XY}
     """
     kwargs = self._preprocess(**kwargs)  # pylint: disable=protected-access
-    # allow for spaces in string without needing double quotes
-    if isinstance(kwargs.get("A"), str):
-        kwargs["A"] = f'"{kwargs.get("A")}"'
-    kwargs["T"] = f'"{kwargs.get("T")}"' if kwargs.get("T") else None
 
     if nrows < 1 or ncols < 1:
         raise GMTInvalidInput("Please ensure that both 'nrows'>=1 and 'ncols'>=1.")
@@ -222,8 +218,6 @@ def set_panel(self, panel=None, **kwargs):
     {V}
     """
     kwargs = self._preprocess(**kwargs)  # pylint: disable=protected-access
-    # allow for spaces in string with needing double quotes
-    kwargs["A"] = f'"{kwargs.get("A")}"' if kwargs.get("A") is not None else None
     # convert tuple or list to comma-separated str
     panel = ",".join(map(str, panel)) if is_nonstr_iter(panel) else panel
 
diff --git a/pygmt/src/text.py b/pygmt/src/text.py
index 3c7d0c2fb31..4e74d47f1b7 100644
--- a/pygmt/src/text.py
+++ b/pygmt/src/text.py
@@ -210,7 +210,7 @@ def text_(
         kwargs["F"] += f"+j{justify}"
 
     if isinstance(position, str):
-        kwargs["F"] += f'+c{position}+t"{text}"'
+        kwargs["F"] += f"+c{position}+t{text}"
 
     extra_arrays = []
     # If an array of transparency is given, GMT will read it from
diff --git a/pygmt/tests/baseline/test_basemap_utm_projection.png.dvc b/pygmt/tests/baseline/test_basemap_utm_projection.png.dvc
new file mode 100644
index 00000000000..c12f0d4026a
--- /dev/null
+++ b/pygmt/tests/baseline/test_basemap_utm_projection.png.dvc
@@ -0,0 +1,4 @@
+outs:
+- md5: e6984efed2a94673754cc7f1f1d74832
+  size: 9069
+  path: test_basemap_utm_projection.png
diff --git a/pygmt/tests/baseline/test_config_format_date_map.png.dvc b/pygmt/tests/baseline/test_config_format_date_map.png.dvc
new file mode 100644
index 00000000000..7bc946d104f
--- /dev/null
+++ b/pygmt/tests/baseline/test_config_format_date_map.png.dvc
@@ -0,0 +1,4 @@
+outs:
+- md5: 3619720cdfcd857cbdbb49ed7fe6e930
+  size: 1392
+  path: test_config_format_date_map.png
diff --git a/pygmt/tests/baseline/test_rose_no_sectors.png.dvc b/pygmt/tests/baseline/test_rose_no_sectors.png.dvc
index 0eddeaf6fee..9e0184a9caf 100644
--- a/pygmt/tests/baseline/test_rose_no_sectors.png.dvc
+++ b/pygmt/tests/baseline/test_rose_no_sectors.png.dvc
@@ -1,4 +1,4 @@
 outs:
-- md5: 8e1c47b1cf6001dad3b3c0875af4562e
-  size: 150390
+- md5: ce2d5cd1415b7c7bbeea5bf6ff39c480
+  size: 150288
   path: test_rose_no_sectors.png
diff --git a/pygmt/tests/test_basemap.py b/pygmt/tests/test_basemap.py
index 726661ab165..7c05e84973a 100644
--- a/pygmt/tests/test_basemap.py
+++ b/pygmt/tests/test_basemap.py
@@ -73,6 +73,29 @@ def test_basemap_winkel_tripel():
     return fig
 
 
+@pytest.mark.mpl_image_compare(filename="test_basemap_utm_projection.png")
+@pytest.mark.parametrize(
+    "projection",
+    [
+        "EPSG_32723 +width=5",
+        "+proj=utm +zone=23 +south +datum=WGS84 +units=m +no_defs +width=5",
+    ],
+)
+def test_basemap_utm_projection(projection):
+    """
+    Create a Universal Transverse Mercator (Zone 23S) basemap plot.
+
+    Also check that providing the projection as an EPSG code or PROJ4 string
+    works.
+    """
+    projection = projection.replace(
+        "EPSG_", "EPSG:"  # workaround Windows not allowing colons in filenames
+    )
+    fig = Figure()
+    fig.basemap(region=[-52, -50, -12, -11], projection=projection, frame="afg")
+    return fig
+
+
 @pytest.mark.mpl_image_compare
 def test_basemap_rose():
     """
diff --git a/pygmt/tests/test_config.py b/pygmt/tests/test_config.py
index ba39ab53b79..067ee1b7289 100644
--- a/pygmt/tests/test_config.py
+++ b/pygmt/tests/test_config.py
@@ -64,6 +64,25 @@ def test_config_font_annot():
     return fig
 
 
+@pytest.mark.mpl_image_compare
+def test_config_format_date_map():
+    """
+    Test that setting FORMAT_DATE_MAP config changes how the output date string
+    is plotted.
+
+    Note the space in 'o dd', this acts as a regression test for
+    https://github.com/GenericMappingTools/pygmt/issues/247.
+    """
+    fig = Figure()
+    with config(FORMAT_DATE_MAP="o dd"):
+        fig.basemap(
+            region=["1969-7-21T", "1969-7-23T", 0, 1],
+            projection="X2.5c/0.1c",
+            frame=["sxa1D", "S"],
+        )
+    return fig
+
+
 @pytest.mark.mpl_image_compare
 def test_config_format_time_map():
     """
diff --git a/pygmt/tests/test_figure.py b/pygmt/tests/test_figure.py
index 05dcb467c0e..2d5949eaddb 100644
--- a/pygmt/tests/test_figure.py
+++ b/pygmt/tests/test_figure.py
@@ -138,7 +138,8 @@ def test_figure_savefig_filename_with_spaces():
     fig = Figure()
     fig.basemap(region=[0, 1, 0, 1], projection="X1c/1c", frame=True)
     with GMTTempFile(prefix="pygmt-filename with spaces", suffix=".png") as imgfile:
-        fig.savefig(imgfile.name)
+        fig.savefig(fname=imgfile.name)
+        assert r"\040" not in os.path.abspath(imgfile.name)
         assert os.path.exists(imgfile.name)
 
 
diff --git a/pygmt/tests/test_grdproject.py b/pygmt/tests/test_grdproject.py
index 26b2aba86ab..6e90f061c34 100644
--- a/pygmt/tests/test_grdproject.py
+++ b/pygmt/tests/test_grdproject.py
@@ -58,13 +58,20 @@ def test_grdproject_file_out(grid, expected_grid):
         xr.testing.assert_allclose(a=temp_grid, b=expected_grid)
 
 
-def test_grdproject_no_outgrid(grid, expected_grid):
+@pytest.mark.parametrize(
+    "projection",
+    ["M10c", "EPSG:3395 +width=10", "+proj=merc +ellps=WGS84 +units=m +width=10"],
+)
+def test_grdproject_no_outgrid(grid, projection, expected_grid):
     """
     Test grdproject with no set outgrid.
+
+    Also check that providing the projection as an EPSG code or PROJ4 string
+    works.
     """
     assert grid.gmt.gtype == 1  # Geographic grid
     result = grdproject(
-        grid=grid, projection="M10c", spacing=3, region=[-53, -51, -20, -17]
+        grid=grid, projection=projection, spacing=3, region=[-53, -51, -20, -17]
     )
     assert result.gmt.gtype == 0  # Rectangular grid
     assert result.gmt.registration == 1  # Pixel registration
diff --git a/pygmt/tests/test_legend.py b/pygmt/tests/test_legend.py
index b93bafc401b..66eadd3fc68 100644
--- a/pygmt/tests/test_legend.py
+++ b/pygmt/tests/test_legend.py
@@ -56,7 +56,7 @@ def test_legend_entries():
         pen="faint",
         label="Apples",
     )
-    fig.plot(data="@Table_5_11.txt", pen="1.5p,gray", label='"My lines"')
+    fig.plot(data="@Table_5_11.txt", pen="1.5p,gray", label="My lines")
     fig.plot(data="@Table_5_11.txt", style="t0.15i", color="orange", label="Oranges")
     fig.legend(position="JTR+jTR")
 
diff --git a/pygmt/tests/test_psconvert.py b/pygmt/tests/test_psconvert.py
index af610cf86bb..a18b14883f2 100644
--- a/pygmt/tests/test_psconvert.py
+++ b/pygmt/tests/test_psconvert.py
@@ -3,7 +3,9 @@
 """
 import os
 
+import pytest
 from pygmt import Figure
+from pygmt.exceptions import GMTInvalidInput
 
 
 def test_psconvert():
@@ -36,3 +38,12 @@ def test_psconvert_twice():
     fname = prefix + ".png"
     assert os.path.exists(fname)
     os.remove(fname)
+
+
+def test_psconvert_without_prefix():
+    """
+    Call psconvert without the 'prefix' option.
+    """
+    fig = Figure()
+    with pytest.raises(GMTInvalidInput):
+        fig.psconvert(fmt="g")
diff --git a/pygmt/tests/test_rose.py b/pygmt/tests/test_rose.py
index bb7c3de0fe7..b330fb43a54 100644
--- a/pygmt/tests/test_rose.py
+++ b/pygmt/tests/test_rose.py
@@ -152,7 +152,7 @@ def test_rose_no_sectors(data_fractures_compilation):
         region=[0, 500, 0, 360],
         diameter="10c",
         labels="180/0/90/270",
-        frame=["xg100", "yg45", "+t'Windrose diagram'"],
+        frame=["xg100", "yg45", "+tWindrose diagram"],
         pen="1.5p,red3",
         transparency=40,
         scale=0.5,