MacOS does support use of external GPUs (in High Sierra), but at this time, they do not support any performance boost for your MacBook Pro screen, only for external monitors.
As for whether Parallels can use this eGPU, check out their tech note (dated 9/11/2017) on this.
From the note:
If your eGPU device works fine in macOS, Parallels Desktop will use the
available graphics resources to increase virtual machine video performance.
and
• It is not possible to connect an eGPU device directly to VM, as they
are being connected to Mac via PCIe interface which requires VT-d
technology support to make virtualization of such connection possible,
but VT-d on Mac can't be used for passing an external GPU to a virtual
machine.
So, you won't receive any acceleration on your MBPro screen by using an eGPU. However, you may see increased performance on an external monitor connected to the eGPU.