They definately get jealous it's like a no win situation sometimes in this house
I have a cuddle with all my four every day as I feel it is important for them to have the interaction for vet visits etc..
It is like a stratigic manover as I have 2 husband and wife pairs (prior to which I had the two boys together who fell out really badly). I have to get one of the girls out first due to scent issues and then the corresponding boy. Then I have to get the girl from the other pair out next to dull the smell of the previous male. then I can get final male out.
I learnt this the hard way by getting george and tiger out one after the other as the second one teeth chatters and runs up me and sits by my face chattering quite agressively (obviously not pleasent when they are so angry and so close to your face).
At first I didn't understand what was going on but soon realised it must be jealousy as the other boy got a cuddle first!