What error are you shown (if any)?
I sometimes have to re-resend a print job from Parallels to the Mac before the Mac's printer driver kicks off. That means that I start a print job from a Windows app, it doesn't print straight away, and then I start it again from Windows. It usually works the second time around. (Frankly, I haven't tested this in release 9344 as I haven't been near a printer for several weeks now.)