I was trying to find this information on the Parallels site without luck. kb.parallels.com was only producing nginx errors and search on the parallels site did not work. So I was typing this as a question, but I found the answer after all (by web-searching (not parallels.com searching) for "parallels 11 release notes" and "parallels 12 release notes"), so I'm posting it here for other people's convenience:
- Parallels 12.2.0 (41591) supports Windows 10 Creator Update http://kb.parallels.com/eu/123948
- Parallels 11.2.3 (32663) supports Windows 10 Creator Update http://kb.parallels.com/eu/123410