It's pretty normal to have a difference of 4-6C, and typically Core 0 is the highest under load. I've read some threads where people claim Intel purposely has the Core 0 Tmax slightly off so it reads a few degrees higher for throttling purposes - ie: only 1 core will reach really dangerous temps. If that's true I don't know. I've lapped my CPU and HS, and reapplied it multiple times with Arctic Silver 5 and the core temp difference from 0 to 3 under load is almost always 5C. This is with an i5 750.
Yep, and at idle there is nothing using all 4 cores at once, so there tends to be a greater difference.