It's an issue with how Parallels and other virtualization suites report mouse input to the guest system.
In WinUAE go to Host -> Game ports and uncheck Install virtual mouse driver, and in Parallels disable any feature or setting that will smooth pointer movement. I was using Parallels just a week ago but opted to go back to Virtual Box and have completely forgotten the name of the setting since, but in Virtual Box it's called "mouse integration" and should have a similar name in Parallels.
