I, and many others, have been dealing with this problem for years, and I've had many conversations with Parallels tech support.
There is no way to avoid the issues you describe in Parallels. The workaround you use (manually selecting the correct disk) works, but with the problems you have described. At present, for me, Parallels Tools works, and doesn't try to reinstall itself, so I am happy in that regard. I do get error messages, though. In the past Parallels Tools didn't work, but this issue mysteriously went away with the last Parallels upgrade. I think I also have the problems with applications folders, but I ignore these.
There is no way to fix the hard drive startup order in the Mac Os, which would make the issue go away. I and others have contacted Apple multiple times. As a certain Redmond company might put it "this behaviour is by design"
The problem is with the way parallels identifies disks. It is just not what a developer is supposed to do in the MacOS. Parallels knows this, but hasn't fixed it yet.
Best you can do is what you are doing - post complaints on the forum, and perhaps directly to Parallels tech support. When enough of us complain, hopefully they will correct the problem.
-Alex