set pm3d interpolate 2,2
splot "file"
You can adjust level of interpolation by changing the number or even set it as 0 to tell gnuplot to "guess" it. It is not well documented what interpolation method that gnuplot is using, so be careful.
set pm3d interpolate 0,0
splot "file"
Here's the result without interpolation:
Here's the result with interpolation 2,2:
Here's the result with interpolation 0,0: