Create a new image from your recovery partition. With Parallels this can be done using one of the options in the Create new VM assistant.
Once installed, you may have to resize the image. To do this stop the VM, update the settings for the HDD in Parallels, then restart and use Disk Utility to resize the image.
Next, intall the profle from Apple Dev Portal.
Finally, you may have to set startup flags so that the device simulates your hardware exactly:
devices.mac_hw_model="-macbook pro hw model here-"
devices.smbios.board_id="Mac-53FDB3D8DB8CA971"
You can get the board id and hw model by running these commands in Terminal:
ioreg -l | grep board-id
sysctl hw.model
If needed you can also specify startup modes:
devices.mac.boot_args="-r"
Apple has support documentation here on how to download old macOS versions and create installation media. Keep in mind that for Parallels VM you will not need to create installation media - it will offer to install a VM when the installer is available on your computer.
You can follow Apple's directions to create an external USB or DMG bootable installer. Basically you have to run a single commend with createinstallmedia; for example with El Capitan:
sudo /Applications/Install\ OS\ X\ El\ Capitan.app/Contents/Resources/createinstallmedia --volume /Volumes/MyVolume --applicationpath /Applications/Install\ OS\ X\ El\ Capitan.app
Alternatively if you have Parallels and already created the bootable disk as above, you can convert this into a DMG file like so: