I agree with Wreck Wreck. Jaws with turned recesses are the best thing. But,that is for production work. In the home shop,for a 1 off job,which is mostly what we do in home shops,we can't be messing up expensive chuck jaws,and must find other means to hold work.An alternative to using parallels would be to have flat bar stock that can be used to back up the work,and get it out where the other side can be turned. Then,be able to slide it out between jaws before starting the lathe.
For best accuracy,a light cut taken off one face of the flat bar,or off of both faces if necessary,would better assure parallelism.