Has the guidance on the setting for 'cost threshold for parallelism' changed with the advent of columnstore indexes?
Beyond the Cost Threshold setting, SQL Server appears to treat parallelism differently for columnstore indexes depending on your SQL Server version (2012 vs 2014) and even the datatypes in your table.

I'd start with Joe Chang's post benchmarking decimal vs float datatypes, and read the comments on that post as well. If you want to get exactly the right MAXDOP and Cost Threshold for Parallelism settings for your system, you'll need to perform the level of detailed testing that Joe does in his post, and that takes a lot of work. Because of that, I would focus on your system's primary bottleneck first - use wait stats to make sure parallelism or CPU pressure are problems for you, and then start by tuning the most CPU-intensive queries rather than making system settings changes.