I only tried Parallels for a little bit. It did not have any DirectX support (as of a few months ago, I do not know if anything has changed), but Fusion supports up to DirectX9. Another good thing about Fusion is Unity mode, which allows you to run the Windows apps inside Mac like it was a normal Mac app.
I assume that GR2AE would run fine on any computer that can run smoothing on GR3. With the new Fusion Beta (which supports cell shading), the option for smoothing not grayed out like it was in prior versions of Fusion, but when I check the box, the radar image disappears off of the screen.
I have done too much to try to fix this problem. I assume that this is very close to working considering it is not grayed out anymore, and when this works, GR2AE should work too. Does GR2AE require any more resources than smoothing in GR3?