We present Plateau de Bure interferometer observations obtained in continuum at 1.3 and 3.5 mm towards the six most massive and young (IR-quiet) dense cores in Cygnus X. Located at only 1.7 kpc, the Cygnus X region offers the opportunity of reaching small enough scales (of the order of 1700 AU at 1.3 mm) to separate individual collapsing objects. The cores are sub-fragmented with a total of 23 fragments inside 5 cores. Only the most compact core, CygX-N63, could actually be a single massive protostar with an envelope mass as large as 60 Msun. The fragments in the other cores have sizes and separations similar to low-mass pre-stellar and proto-stellar condensations in nearby protoclusters, and are probably of the same nature. A total of 9 out of these 23 protostellar objects are found to be probable precursors of OB stars with envelope masses ranging from 6 to 23 Msun. The level of fragmentation is globally higher than in the turbulence regulated, monolithic collapse scenario, but is not as high as expected in a pure gravo-turbulent scenario where the distribution of mass is dominated by low-mass protostars/stars. Here, the fractions of the total core masses in the high-mass fragments are reaching values as high as 28, 44, and 100 % in CygX-N12, CygX-N53, and CygX-N63, respectively, much higher than what an IMF-like mass distribution would predict. The increase of the fragmentation efficiency as a function of density in the cores is proposed to be due to the increasing importance of self-gravity leading to gravitational collapse at the scale of the dense cores. At the same time, the cores tend to fragment into a few massive protostars within their central regions. We are therefore probably witnessing here the primordial mass segregation of clusters in formation.