To grant to work int both os with ctrl as windows ctrl is also possible simply (with macOS 10.12 and Parallels 12):
Invert Command and Control key in Mac Os:
1) Open system preferences.
2) Click Keyboard.
3) Click Modifiers Keys
4) Invert Command and Ctrl Key
4) Close preferences.
In Parallels Preferences:
1) Open Parallels and go to Preferences.
2) Remove all Virtual machine shortcuts
3) Add the shortcut: Cmd to Ctrl
-- (note that now Cmd is Ctrl in Osx so this command is simply Ctrl to Ctrl!)
4) Add the shortcut: Ctrl to Win
-- (note that now Ctrl is Cmd in Osx so this command is simply Cmd to Win!)
Now use Ctr+left, Ctrl+right, Ctrl+X, Ctrl+C.... with same "windows" use in both os.
