Well, the grep line checks for your current kernel
configuration, and you don't show what output it prints.
The remainer above deals with grub config only, I think it's logical that this
can't alter your kernel in any way.
I think the wiki page is pretty clear and correct about this; you don't run a RT
kernel, thus using the threadirqs kernel commandline option via grub is the best you can
do, and the steps above should have put that in place correctly. If you want
CONFIG_PREEMPT, you'll have to compile or install AND run a RT patched kernel.
Sorry for answering my own post.
I saw too late that you think you're actually running a RT kernel... can you confirm
that indeed, it doesn't look like the running kernel is a RT patched one.
CONFIG_PREEMPT would be printed by grep otherwise, I believe.