Recent studies of mutually interacting magnetic atoms coupled to a superconductor have gained enormous interest due to the potential realization of topological superconductivity. The Kondo exchange coupling J_K of such atoms with the electrons in the superconductor has a pair-breaking effect which produces so-called Yu-Shiba-Rusinov (YSR) states within the superconducting energy gap, whose energetic positions are intimately connected with the requirements for topological superconductivity. Here, using the tip of a scanning tunneling microscope, we artificially craft a multi-impurity Kondo system coupled to a superconducting host consisting of an Fe adatom interacting with an assembly of interstitial Fe atoms on an oxygen-reconstructed Ta(100) surface and we experimentally investigate the signatures of Kondo screening and the YSR states. With the help of numerical renormalization group (NRG) calculations, we show that the observed behavior can be qualitatively reproduced by a two-impurity Kondo system whose inter-impurity antiferromagnetic interaction J is adjusted by the number of interstitial Fe atoms in the assembly. When driving the system from the regime of two decoupled Kondo singlets (small J) to that of an antiferromagnetic dimer (large J), the YSR state shows a characteristic cross-over in its energetic position and particle-hole asymmetry.