With
\definecharacterspacing [test]
\setupcharacterspacing [test] ["00AB] [right=.1, alternative=1]
\setupcharacterspacing [test] ["00BB] [left=.1, alternative=1]

\startsetups[test]
\setcharacterspacing[test]
\stopsetups

\starttext
«anyword»
\stoptext
there is no additional space after and before the guillemets.

I am using lmtx  in the ConTeXt  ver: 2021.04.29 23:09 standalone

Alan