This presents a problem when using Parallels: because it runs a virtual machine, it can't normally perform the low-level calls needed by APIs like DirectX to the GPU. Unfortunately, DirectX is exclusive to Windows–thus, games utilizing DirectX are generally Windows exclusive (ignoring consoles.) The games you described use DirectX: thus, they are Windows exclusive. Currently there are two primary APIs used for games: Microsoft's DirectX and OpenGL. Games such as these rely on APIs to handle many functions related to GPUs. Modern games (such as those you want to play) rely heavily on GPUs to provide good performance. Unfortunately, there's a catch with Parallels: GPUs.
And no, your computer won't explode, heat management and all that is the same. Due to a variety of technologies that exist, virtual machines offer quite good performance when compared to their actual physical counterparts, and can be used for gaming with relatively hit to performance. Parallels uses a technology called virtualization to run another OS–in this case, Windows–using a combination of hardware and software to create a 'virtual machine' that acts like a computer.
No, your computer will be fine, and performance will be fine, but there's a little fun involved.
