Thanks for your suggestion, Ajith.
First of all let me say that both the VMs (Mojave and Big Sur, I'm trying to evaluate two options) boot correctly. I tried several times during my tests and never had problems.
Then, after installing Parallels Tools I see my documents and have access to them. Unfortunately some applications I need to run in the VM don't work when I launch them from the shared disk (i.e. FileMake Pro Advanced 16, Excel365, Word365, Powerpoint365), while other work perfectly (Audacity, Easyrename) and other work but with some limitations (Firefox opens, but I can't see my bookmark). What is the trick, if any? Should I reinstall them in the VM? This way will request a lot of disk space and, moreover, will require to set all the parameters in order to have the same appearance and functionality. Quite an annoying activity. Is there any way to run the application installed on the hard disk of the phisycal Mac even in the VM?
Finally, is there any way to change the sense of trackpad scrolling in the VM? Currently it is the opposite compared what I'm use to have in my physical Mac ("natural" in preferencies) and it is again very annoying.