Separate names with a comma.
I had actually already done the above a number of times. Not sure what finally fixed it, but somewhere in some combination (in no particular...
I should add that I'm Running Parallels 11.2.0 on OS X 10.11.4.
When I direct my Windows 7 VM to shut down, either through the Windows Start Menu or through the Parallels menu bar, it goes through the process...