It should be possible to create a Windows shortcut (.LNK) in any Windows location from any Mac app. For example: Create a shortcut KEYNOTE.LNK in the Windows directory C:\MyData. So when double-clicking KEYNOTE.LNK opens KEYNOTE.APP on Mac. In Windows .LNK shortcuts, it is also possible to pass a file as a parameter. This should also be possible with shortcut links to Mac apps. I am sure Parallels programmers can do this, as it is also possible to open Mac apps from the Windows Explorer context menu.
Probably, this will involve: C:\Program Files (x86)\Parallels\Parallels Tools\ShellExtentions\PrlToolsShellExt.dll Please tell us how we can use PrlToolsShellExt.dll to call shell functions from Windows on Mac.
Unfortunately, PrlToolsShellExt.dll seems to export only these general functions: DllCanUnloadNow DllGetClassObject DllRegisterServer DllUnregisterServer