Hi all, I was also suffering from being unable to fix the Touch Bar to Fn keys while focused on VM programs, in coherence mode (MacOS 10.12.4, Parallels 12.1.x), particularly Visual Studio (the 90% reason of me still attached to Win)... unfortunately the trick of adding Parallels.app to the list in System > Preferences > Keyboard > Shortcuts > Function Keys.... didn't do the trick (it works on standard full screen VM mode, though).
SOLUTION: you need to add to this list each VM app you want to behave like so. But to find it, after tapping the (+) button, Navigate to:
/Users/<user>/Applications (Parallels)/<vm name> Applications/<your app>
And that's it!
If you don't see such folder, you might need to tinker with Parallels settings (i.e. 'add vm apps to mac, or something like that).
I hope this helps others!
Cheers
SOLUTION: you need to add to this list each VM app you want to behave like so. But to find it, after tapping the (+) button, Navigate to:
/Users/<user>/Applications (Parallels)/<vm name> Applications/<your app>
And that's it!
If you don't see such folder, you might need to tinker with Parallels settings (i.e. 'add vm apps to mac, or something like that).
I hope this helps others!
Cheers