Hi,
I just ran your code and got:
In[30]:= Parallelize[Map[{#, $KernelID} &, Range[12]],
Method -> "CoarsestGrained"]
Out[30]= {{1, 1}, {2, 1}, {3, 2}, {4, 2}, {5, 3}, {6, 3}, {7, 4}, {8,
4}, {9, 5}, {10, 6}, {11, 7}, {12, 8}}
Which is as it should be, but the things I'm running are huge (functional arrays 100's wide, and over 30,000 long) yet not all the kernels are involved...