Edit 2015-12-23Wed.: I'm not happy with this answer anymore. While I still think that 8k DHParams are misplaced effort and overkill (and you're better off with ECDH) the explanation that I gave was bogus. Turned into "Community Wiki" mode for now. May rework in future. Old post below.
1) is it an overkill and is 4096 sufficient for now?
Generally, yes. I don't think that there is a lot of use in making that key longer than the key in your certificate. And 8k certs are very uncommon at the moment. 2k or 4k are the norm.
A cipher suite uses several crypto mechanisms plugged together. (Public keys for the ephemeral exchange. Public keys for the certificates. Hash functions/MAC functions for the certificate. Hash functions/MAC functions for the session encryption. Symmetric cryptography for the session encryption, etc.) They work something like links in a chain. And like a chain: it's the weakest link that counts. Any effort spent hardening the non-weakest link is likely effort wasted.
(Now the several crypto parts that make up a cipher suite are not immediately comparable but there is a rough consensus. KeyLength.com offers a calculator for that.)
(I think there is even a word for the "make every link equally hard" approach. But I can't remember at the moment.)
2) can I make openssl dhparam ran on multiple cores?
No idea. Don't think so. But I don't think you'd need to either. So bullet 1.