[Answered ]-How do I fix the margins on PDFs created by Sphinx easily?

The overflowing lines situation in the index should improve from adding this to conf.py:

latex_elements = {
    'printindex': '\\footnotesize\\raggedright\\printindex',
}

Or, you can switch to Japanese language which does something like that (even better) out-of-the box from its special document class

TeX does not always know how by itself how to insert linebreaks: after all it is good at hyphenation of natural language. But as pointed out in comments Sphinx coerces LaTeX into handling better long code lines since 1.4.2.

Since recent 1.5.3, user can customize page margins, check http://www.sphinx-doc.org/en/stable/latex.html#the-sphinx-latex-style-package-options for documentation of hmargin and vmargin which can be configured via 'sphinxsetup'.