Hey I am not sure if I can help, but have you try to isolate the vm from Mac? I had the same problem and I isolate my linux from mac. Go to "settings/security" and check "isolate X from Mac". If you do that you can't share between Mac and "vm operating system"
Hi, so I am uncertain toward how difficult this process used to be or if I may be misunderstanding the overall objective of the request but for me it was as simple as going to parallels desktop preferences > options > applications > show dock icons in coherence only. or option two which is to uncheck parallels desktop preferences > options > applications > share windows applications with mac