I just upgraded last weekend finally, hoping most of the issues had been resolved. I'm running OSX 10.11.1 and Parallels Desktop 11.0.2 (31348) and have encountered the same issue. It doesn't look like the VM is locking but that I'm locked out of interacting with it, mouse clicks, keyboard input is blocked while the notification is being displayed.
Edit: Also thought I would point out that when doing a screen recording with Quick Time used to work in previous OSX Yosemite and now it does not. I was trying to record the File Explorer opening, then after moving the window - it would close and re-open for some reason (my guess is the video driver).
Last edited: Oct 27, 2015