Yep, Bryce 7 runs OK under Parallels (tested on Windows 7 Home Premium, Parallels 7 on a MacBook Pro running OS X Lion). I was also able to open and render files that I’d created on Mac. I haven’t tested it extensively: basically, I just wanted to see if it worked, so I loaded up a simple scene or two and rendered them.
I can’t compare rendering speeds with running Bryce natively because ... well, you know why. It’s likely that there’ll be a noticeable performance hit, though.
I’m not sure quite how to interpret your question about .obj files. Is there a particular test you’d like me to try?
I haven’t tested the DAZ|Studio bridge in that configuration.