Many Western diplomats believe that Cuba's U.N. mission is indeed a nest of spies - a charge made by the anti-Castro terrorist organization Omega 7, which claimed responsibility last week for murdering a New York-based Cuban diplomat (page 35). Westerners point out that Cuba's U.N. mission numbers 43, while countries of comparable population such as Madagascar, Belgium and Greece maintain staffs of a dozen or under. "If the Cubans are not spying, what do they need all those people for?" asks one suspicious European diplomat. "There just isn't that much paperwork for a nation that small."