You could definitely make each one a new widget if you like, or if you are comfortable with editing CSS you could apply styles to the links in that widget to create more spacing. It all depends on how and what you want to do to highlight them.
I think if you will edit style.css and look for ‘margin: 0;’ under ‘fadeThis’, you can increase the margin to provide more separation. You might try something like ‘margin: 10 0 0 0;’
As I talked up the solution is not 1 widget for each link but change the CSS