When my Win10 Parallels VM is fullscreened, the background often becomes corrupted, hiding any files or shortcuts on it. The files/shortcut are still clickable if you know where they are, and everything looks normal in File Explorer. This behavior does not seem to occur if the VM is not fullscreened. The background image is always mostly black, with seemingly random stripes of different colors that change as windows are opened and closed, or files are written to the desktop. (Screenshot attached.) Several other people in the office experience this as well. Normally, if the VM is rebooted, the background looks ok until you close and app or change the desktop folder's file contents. Parallels 12 is completely up to date, as are Parallels Tools.
No, this laptop is used for system administration. The only thing that might be a little complicated is having a lower-DPI secondary monitor (Retina Macbook with a Cinema Display).
Open virtual machine configuration > Hardware > Graphics > Advanced Settings then turn off 3D Acceleration or change and check.