It may just be that Sparrow is naturally smaller than his brother. You could try sneakily topping up his store so when he goes in the coconut he can nibble it. Scatter the food in opposite corners as there is no way Turner can be in two places at once to eat
If you feel he is coping with the dominance OK then it should be OK to keep them together however if he really is not going about his hamstery life and seems oppressed by his brother you will have to think hard about separation. Many dwarfs live quite happily alone so don't worry about it if you do. If you did sepatarte them Turner might get depressed because he had no one to dominate and missed the company so you don't really know
It is true what Christine said, in that our captive hams cant choose to walk. It is also unlikely that two males would form a group as there would be females, young and other males in a wild group which would change the social hierachy. I beleive the females are the dominant ones.