Better to use SEDO DNS, or if you use an external parking service (such as parking.com) use the Parking DNS, but be sure to include the link to your SEDO listing in your Parking templates!
For our domains that we don't park elsewhere (or develop, obviously) we always use the SEDO DNS nameservers (as opposed to forwarding...) also, it may give you a very slight SEO advantage... although SEDO parking / sale pages rank very low in general.
Good luck!
Rob