I would like to file a grievance against my parole officer and contact his supervisor if possible?

Sure its possible... but expect repercussions for doing it... particularly if its for what would be viewd as petty reasons.

Hello p:

Do it in writing, by registered mail, sent return receipt requested. Send a copy to the PO, his supervisor and the parole commission in your state.

excon

But what is your reason, to be honest it needs to be good and a real violation of rules and or your rights.

Remember first this is a parole officer, you have no real rights for many things, they may search you or your home at any time, contact neighbors, where you work and so on.
They look for a reason to send you back.

You upset them, and you will still have the same one, or his friend in the office next to his.

You can report but make sure it is worth it, and understand the result that can happen.