If you have access to an OSX Server, use profile manager to create a configuration profile (server license is just £20). Export that profile (.mobileconfig) and deploy with parallels.
To get screensaver to lock machine. Under "Security and Privacy" payload. Enable option "Require password immediately after sleep or screensaver begins"
Then goto the "logon window" payload. Option "start screen saver after", there is a drop down for how many mins. I have mine set to 10mins.