Jon Corzine, the former Goldman Sachs chief and governor of New Jersey, wasn’t happy to see Fox Business Network reporter Charles Gasparino at the next table at Elio’s the other night. A couple of years ago, Gasparino sandbagged Corzine during an appearance on CNBC and asked him how he could be in favor of raising taxes during a recession. “They butted heads a lot,” said one source. Gasparino — who was with his childhood pal, bodybuilder Gregg Valentino, and CNBC anchor Mary Thompson — jumped up as Corzine was leaving and congratulated him on his new job as head of MF Global Holdings. A witness said Corzine shook hands awkwardly and left without saying a word. Gasparino declined to comment. Corzine had a more pleasant time the next night at The Mark by Jean-Georges, on East 77th, where journalists left him alone.