Parallels will run a VM that can (manually) boot bsd.rd from the EFI shell if you stick BOOTAA64.EFI and bsd.rd on a FAT32 GUID formatted.dmg, connect it to the VM, then boot EFI shell. Type:

    connect -r
    map -r
    fs0:
    bootaa64.efi
    boot bin.rd

You can grab the files from: https://ftp.openbsd.org/pub/OpenBSD/snapshots/arm64/

Actually installing the system is left as an exercise for the reader.