Hi Roman!
Actually I don’t know if parallels has the capability to creat a NAT Netwrok, cause this is necessary for the machine to communicate each other.
If Using VBox you are getting laggy machines, you can try this:
The only solution to this is to reduce the resolution before starting Kali, you can do that using an app called “resolution changer”, download it from the app store, set the resolution to 1080p and it should work.

Let me know how it goes!
Diego