If a right-click an attachment in OSX 10.15.1 Mail and select a Windows app, Windows displays an error box that: \\Mac\Home\Library\Containers\com.apple.mail\Data\Library\Mail\Downloads\...(long identifier)..\Attachment file_name You do not have permission to open this file. See yada, yada, yadaI get the same message for DOCX (Microsoft Word) and TXT attachments so I think it's probably true that no Windows VM app can open any OSX Mail attachment. I just finished a Chat session with Parallels support. The tech agreed that it sounds like a Parallels/OSX Catalina problem. They're going to look into it and, I assume, add it to the https://kb.parallels.com/en/124705 article but I thought other users might like a heads up sooner. A workaround is to Save the attachment from Mail to the Desktop or wherever else you like and then Open it.