I have figured out that one can add options like KernelSpeed->0.8 to the {} in the configuration dialog. And then the Speed value is shown correctly in the Parallel Kernel Status, but a computation like this did not speed up:
ParallelTable[Count[RealDigits[N[Pi, 10^7]][[1]], k], {k, 0, 9}] // AbsoluteTiming
Instead it actually slowed down...
UPDATE: Never mind, I forgot to restart Mathematica for the settings to take effect :) So, yes, it does work correctly as expected.