Can cells differ in their response to a hormone if they have the same receptor for that hormone

Yes

Explanation:

Hormone is responsible to mediate change in the cell by binding to the hormonal receptor present on the cell. So hormone only acts on the cells which have the specific receptor for that hormone.

One cell can have many receptors for a single hormone which defines the sensitivity of cell for the hormone which is responsible for generating appropriated cellular response in the cell.  

So the number of receptors on the cell can contribute to different responses of cells having the same hormonal receptor. Every cell also have unique transduction pathway which is also responsible for different response of cell.