You must be new here.
DX12 doesn't work on Parallels. At all. No there is no "fix".
Windows uses Direct X, (typically versions 9/10/11/12 depending on how new/old the game is)
Apple uses OpenGL/Metal.
Linux uses OpenGL/Vulkan.
Parallels (assumedly) is leveraging a translation layer like DXVK, which does DX11 - > Vulkan. Which goes through another product (MoltenVK) to translate it to Metal.
(I'm talking a bit out of my ass here, Parallels could be doing a direct DX11-> Metal thing). Doesn't matter for this explanation
Metal doesn't have the needed "bits" to support a translation of DX12. Apple has to fix that. Until they do, DX12 games aren't going to work. This is on Apple, not Parallels. Apple usually rolls Metal updates with new versions of macOS, so maybe we'll see something in June (when they typically announce the next version). I (personally) don't think Apple gives a rats ass about helping DX12 games run. They just keep thinking "oh, well eventually developers have to see how good our hardware is now and write the game to work on macOS directly". Sorry, that ship has sailed.
Can you run games on Mac? Sure. Can you run new games on Mac? No. Buy a console.
Direct your anger at Apple for shipping 15 years of their most popular computers with piss-poor intel graphics. That killed off whatever chance Apple had at being relevant in the gaming space.