Parallels no longer shows its own menu bar when the cursor is moved to the top of the screen, and neither Control-Option to release the cursor nor Control-Command-F to exit full screen seem to do anything at all. As far as I can tell, there's no way to access the Parallels menu bar, and there's also no way to exit full screen. In addition, macOS VMs have a tall black bar across the top. According to another thread here, you can turn this off in the View menu. But if you can't access the View menu, you're stuck with it. All of these issues except for the black bar seem to be common across macOS and Windows guest VMs.