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My first suggestion is for you guys to uninstall and reinstall Parallels, this procedure will not delete your VMs/guest OSs or settings.
Secondly, reinstall Parallels Tools on the guests.
Hope that solves the issue.
After consulting to support they offered me to do folowing:
In terminal.app:
prl_disk_tool merge --hdd <path to hdd file>
For each one of your .hdd files (actualy packages) located in pvm package.
Next try to delete snapshot
It was not helped cause this was not my case, but this could help someone of you.
For me helped just deleting snapshots.xml cause it contained links to missing snapshots. But be very careful following this scenario.
Hope this will help.