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I'm experiencing the same issue, although I'm trying to import the VMware .vmx file. Parallels lets me import the .vmx and creates a VM, but says...
Is there an internet hosted rpm and/or apt repository for Parallels Tools on Linux (e.g. Debian or Fedora) instead of installing from the ISO image?
It seems the menus have changed between Parallels versions and the instructions in the following post are not longer relevant....
How do you enable EFI/UEFI boot when creating a new Linux VM?
+1 for this enhancement. Please add.