There's couple ways to do it.
Easy one:
1. Rclick your app in the Parallels Client > Create shortcut on desktop.
2. You might need to set up your shortcuts folder to do this - see second screenshot (you can put them somewhere else, if you prefer not to clutter your desktop).
3. Set Alfred hotkey to launch the shortcut - that will start the connection and launch your app when you hotkey.
Harder way would require adding a bash script/terminal command step to run after launching the Client. Can't tell you off the top of my head how to do it, but can try to look into that too.