Is this possible to find out which cron jobs are currently running?
The answer can be found in drupal_cron_run. While it is the case that you can tell if Cron is currently running by calling
lock_acquire('cron', ...)), just as Drupal does (don't forget to call lock_release too), Drupal does not in any way set any information about the individual cron hooks that it executes during a cron job.
If you need more control over cron job execution, you could always copy the drupal_cron_run function into your own module and modify it to suit. drush_core_cron() does nothing other than call drupal_cron_run, so you could call your own cron function via drush ev 'mymodule_cron_run();' from your crontab. If you did this, you would need to review the implementation of drupal_cron_run on every update of Drupal core, and check for any significant alterations in behavior, so you should only customize cron if it's really important that you do so.