Hello simibill,
You can use the 2 step method where you need to copy the files to a shared location on Mac which is accessible by both virtual machines and then copy it back to the other virtual machine.
For ex: Copy a file, open Parallels Shared Folder from the Desktop in bootcamp VM.
Then choose Home and then Desktop, create a folder on the desktop and paste the item in to the folder.
In the Windows 7 virtual machine, you need to just open up Parallels Shared Folder from the Desktop.
Choose the same file from the Desktop and copy it back to Windows 7 VM.
Thank you.