It's just under Windows 8.1 link: Parallels Desktop 9 for Mac Brings Its Own Start Menu on Windows 8.1 Cheers
Start your Windows 8 VM and under the View Menu in Parallels Desktop choose Use Windows 7 Look. This will download and install the Start8 Utility from Stardock and give you a Windows 8 Start menu. Just done it myself but took 3 attempts to download and install.