You could (people have done it, as a ‘hack’), but generally speaking, parallel hybrids have much smaller electric motors than series hybrids, so they either can’t drive on electricity alone, or they can’t go very fast.
To expand on beowulff’s answer, there’s no technical reason you can’t make a parallel plug-in hybrid.
However, the raison d’etre of a plug-in is to supply a large portion of your energy use from the socket, rather than from the gasoline engine. That means you probably want a pretty sizeable battery pack (to store that “large portion of your energy use”) and a pretty sizeable motor (so you can drive at reasonable speeds).
The resulting design has most of the disadvantages of the series system already (the higher weight and cost of these large components). Going with a series system would add a lot of advantages and few additional disadvantages, while going with a parallel system would likely be less efficient.