Yes you may parry with your highest appropriate OB using door frames, rocks, side of building, etc. They should also receive a cover bonus.
Fire Arms Law has an excellent cover DB table you can use. Obviously, if under full cover, being hit is near impossible.
Regarding parry. I feel parry used is applied against all frontal attacks. Another option is half of all parry being applied against additional attacks from other foes. Regardless, parry counts against all attacks from foe unless some special mnv counters it.
Parry is declared before melee and is effective the entire round.