You need to consider the moment of each force at the fulcrum in each scenario. The moment is the product of the force applied and the distance from the fulcrum.
In the catherine wheel, each jet produces the same moment, so if the radius of the wheel is 'r' and the thrust/force is 'f', then the total moment is 4fr.
In the other case, the moment of each jet varies according to its position relative to the fulcrum. The range is between 2fr and zero per jet. So in the rolling wheel case the jets have twice the turning moment when located at the top and zero moment at the bottom. Assuming no other losses, the net turning force remains the same in each scenario.
JaX