The three drivers shared the duties between two Spark-Renault SRT_01E machines completing a series of five-lap runs over the two days.
Frenchman Ocon, 18, has tested for the Force India F1 Team and currently leads the GP3 driver standings.
Meanwhile, fellow countryman Parisy, 30, has raced in the French GT Championship, FIA GT3 and the Porsche Carrera Cup.
Belgian Jerome D'Ambrosio, is no stranger to Formula E and races for Dragon Racing where he currently lies sixth in the standings.
Speaking after his first ever run in the SRT_01E Ocon said: "It was fantastic to test a new generation of car at one of my favourite tracks. It was a great feeling. I wasn't sure what to expect the sound was very different but once you're in the car you soon forget that and really enjoy it.
"I've been following the series and think it's really interesting and exiting with plenty of overtaking and getting the fans involved with FanBoost."
Parisy said: "It was an amazing experience for me for two reasons. First of all I come from Pau and live here so it's very special for me to be driving in front of my home fans.
“But also driving a single-seater as that's how I began my career more than 15 years ago in Pau, so it's very special to come back after all my GT driving and debut this car. I think the feedback from the fans has been very positive and the series itself has proven very popular.
"It's a very professional series with very good teams and drivers and it's a real honour to be driving this car for the first time in Pau."
D'Ambrosio added: "That was great! I first raced here around 10 years ago and I've always really enjoyed the track. It's one of the most beautiful urban circuits in my opinion so it was great to be here in the Formula E car.
"Today was not about going fast but to let the fans enjoy the car to show them what Formula E is like. I think the fans loved it and were surprised that it's a real racing car."
Held in Pyrénées-Atlantiques, southwestern France, the Pau Grand Prix has run (although not consecutively) since 1930 on the city-centre streets.
The next Formula E race takes place in Germany on May 23 with the DHL Berlin ePrix.