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Just tried the new preview build (10122) with the latest Parallels (10.2.1). Seems to have the same issue. Crashes Cortana/Explorer almost...
Seeing the same issue. Turning off nested virtualisation after installing doesn't seem to help. I'll probably wait for a fix before I re-install...
Sounds like the same issue as this https://forum.parallels.com/threads/windows-10-insider-preview-start-menu-broken.328413/ (i.e. the forum topic...