High resolution density diagnostics are difficult in high energy density laboratory plasmas (HEDLP) experiments due to the scarcity of probes that can penetrate above solid density plasmas. Hard x-rays are one possible probe for such dense plasmas. We study the possibility of applying an x-ray method recently developed for medical imaging, differential phase-contrast with Talbot-Lau interferometers, for the diagnostic of electron density and small-scale hydrodynamic instabilities in HEDLP experiments. The Talbot method uses micro-periodic gratings to measure the refraction and ultra-small angle scatter of x-rays through an object and is attractive for HEDLP diagnostic due to its capability to work with incoherent and polychromatic x-ray sources such as the laser driven backlighters used for HEDLP radiography. Our paper studies the potential of the Talbot method for HEDLP diagnostic, its adaptation to the HEDLP environment, and its extension of high x-ray energy using micro-periodic mirrors. The analysis is illustrated with experimental results obtained using a laboratory Talbot interferometer.