I believe that threading priority is not controllable in python due to how they are implemented using a global interpreter lock (GIL). Having said that, even if you could give one thread more CPU processing priority, the python implementation that hands around the GIL would not be aware of this as it handed around the GIL. If you were able to increase niceness in a single thread in your pool (say it is doing a more important job) you would need to use your own implementation of locks to give the higher priority thread access to the GIL more often.
A google search returns this article which I believe is similar to what you are asking
Explains why it doesnt work
http://www.velocityreviews.com/forums/t329441-threading-priority.html
Explains the workaround I was suggesting
http://bytes.com/topic/python/answers/645966-setting-thread-priorities