Is there an easy way to, say, password protect the configuration of Parallels Desktop for Mac so that no one can, for example, monkey around with the .hdd file and destroy it?
Anyone who can run the VM can modify it or delete it, and there is, at the moment, no way around that, not is it likely as far as I can see. You can protect a VM from people who should not access it by putting it in an account to which they don't have access.