F6 doesn't work after upgrade to Parallels 12

I used to use F6 to toggle back and forth between Windows 10 and Mac OS. This function no longer works as expected.

First of all in order for the function to work at all, I have to first launch an app in Mac OS. If I then go back to Windows, pressing F6 will take me to Mac OS. Pressing it again only changes the focus to the Parallels Control Center where I then have to double click the Windows VM to get back to Windows. This is the same problem that JoshuaI is having in:

https://forum.parallels.com/threads/show-and-hide-parallels-desktop-not-working-properly.336089/

If I don't have an app launched in Mac OS to begin with, when I use F6 in Windows, it only changes the focus of the cursor (from solid white to black with a white outline) and there is no switch to Mac OS.

I have followed the instructions in:

http://kb.parallels.com/en/114309

Please advise