I plan to do that with mine but have been holding off upgrading Win7 to Win10 until I finish some games I know don't work in Win10 and probably never will. I'd be doing that using Win10 booting natively with bootcamp though. I don't know how running in a virtual machine might affect performance doing that or what if any compatibly issues there might be.
Have you tried posing this question also on the Parallels forums?
I am wondering too even in my own case whether performance is going to be okay or not using wifi where I've read this does not usually work well with Steam's streaming box. For that thing Valve strongly recommends an ethernet connection for performance reasons streaming. I haven't looked into performance streaming XBox to Win10 via wifi yet myself but then trying it would cost me zero is part of why.