Using the tufte_template rmarkdown file, I am trying to make a new paragraph (like \\newthought{}, but no caps.) I use two spaces, denoted here by *:
\\newthought{}
The best way I have found to add blank lines is:
# First title # Second title with 5 blank spaces above it
You can try this, hopefully it helps. I have tested in html_documents only, but presumably it would work in pdf as well.