You can have multiple disks in the cache pool. Not really "parity" though. The default is for btrfs raid1 mirror. Be sure to use SSDs of the same size in this case.
I am doing this also. I have a single NVMe as my "fast" pool with appdata, domains, system on it, no redundancy since CA Backup takes care of the important things from those. And another "cache" pool with 2x500G SSDs for normal caching.