I believe the easiest way would be just replacing the default session storage (which uses $_SESSION) to something else that stores the session in, for example, Redis. Reference: PHP Developers Guide | Parse
But the way you are doing should also work. You will only have to make sure that, every time that a request comes, you will decode the JWT, get the Parse Session token from there, and use ParseUser::become to set the current user: PHP Developers Guide | Parse