Has anyone done experimenting with 4+ cores assigned to a single WU? Does SR5 have a thread limit that won't help crunching? Trying to crank these out as fast as possible.

As Rafael says, test with various core counts and work unit counts.
And "fast" here can be described in two ways. One is throughput, or how many units you can do in a set amount of time. Two is fastest unit. They are not always the same. So it is best to test to strike the balance however you want it.
Also, there is no limit of how many cores you can throw at a single task. The more cores the faster the task, but you might get more tasks done by running more than one task at a time within the same time span.
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My Primes
Badge Score: 2*1 + 4*2 + 6*12 + 7*1 + 9*2 + 10*1 = 117

My AMD 1920X was doing them using 4 cores per wu, 5 wu at a time in about 14 hours for each wu. I switched to 5 cores per wu, 4 wu at a time and the time is closer to 4 hours for each wu. I have 32gb of ddr4 quad channel ram in the pc.