I would start by getting the blinds repaired.
Im not licensed to practice in your state but generally it may be very difficult to prove that any voyeurism happened without actually seeing or being told of the fact that this actually happened
I agree with my colleague - where is your proof that they are spying on you? As for the comment, you should send your landlord a certified letter describing the incident. If it happens again, call the police.
How "small" is the gap? That is, can a person standing out in the streets see into your apartment through this gap? If what you do inside the apartment is visible from the streets and the neighbors are not coming right up to your window to look inside, they likely are not violating any law for watching you. In fact, if you can be seen from the streets and what you are doing while being seen is sexual, you may be the one violating the law.
What you can do is go outside at night to see what can be seen through that small gap from a public place.
If the inside of your apartment can be seen through the small gap only by someone standing by the window, you can report your suspicions to the local police. The police may or may not do anything besides advising you to get the blinds fixed.
Whether the neighbors can be charged with some crime when they "hollered out a sexual comment" depends on what they were hollering.